-19.8%
TLT vs ABBV
+498.3%
-518.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.5% |
| 7D | -0.3% | -4.1% | +3.9% | -0.5% |
| 30D | 0.0% | +1.2% | -1.2% | 0.0% |
| 3M | -2.9% | +12.1% | -15.0% | -2.3% |
| 6M | -6.3% | +12.0% | -18.3% | -5.7% |
| YTD | -3.3% | +12.4% | -15.8% | -2.7% |
| 1Y | -4.2% | +22.9% | -27.2% | -3.1% |
| 3Y | -1.7% | +86.8% | -88.4% | +2.8% |
| 5Y | -34.9% | +181.0% | -215.9% | -28.7% |
| 10Y | -19.8% | +497.0% | -516.8% | -1.2% |
| All | -19.8% | +498.3% | -518.1% | -1.2% |
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