-11.8%
TLT vs ABBV
+597.7%
-609.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | +0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +3.7% | +5.6% | -1.9% | +3.9% |
| 3M | -0.8% | +18.7% | -19.4% | 0.0% |
| 6M | -3.6% | +47.4% | -51.0% | -1.9% |
| YTD | -3.9% | +33.0% | -36.9% | -2.6% |
| 1Y | -6.2% | +34.9% | -41.1% | -4.9% |
| 3Y | +4.2% | +135.2% | -131.0% | +10.0% |
| 5Y | -34.7% | +202.1% | -236.7% | -28.9% |
| 10Y | -11.8% | +602.6% | -614.4% | +4.0% |
| All | -11.8% | +597.7% | -609.5% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling