+228.9%
ARM vs ABBV
+126.8%
+102.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.7% | +4.9% |
| 7D | -15.2% | -1.2% | -14.0% | -15.4% |
| 30D | -40.7% | +8.0% | -48.7% | -39.8% |
| 3M | -39.1% | +20.2% | -59.3% | -37.2% |
| 6M | -26.4% | +44.0% | -70.4% | -24.2% |
| YTD | +59.7% | +31.3% | +28.4% | +65.4% |
| 1Y | +10.3% | +37.0% | -26.6% | +14.0% |
| 3Y | +228.9% | +128.0% | +100.9% | +285.1% |
| All | +228.9% | +126.8% | +102.0% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ABBV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling