+1.0%
TLT vs ABBV
+1,163.4%
-1,162.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -0.6% | +4.2% | -4.7% | -0.3% |
| 3M | -2.7% | +14.8% | -17.6% | -1.9% |
| 6M | -5.6% | +10.3% | -15.9% | -5.0% |
| YTD | -2.8% | +14.9% | -17.7% | -1.9% |
| 1Y | -1.4% | +24.1% | -25.6% | 0.0% |
| 3Y | -1.6% | +91.9% | -93.5% | +3.5% |
| 5Y | -33.8% | +176.0% | -209.9% | -27.6% |
| 10Y | -21.1% | +502.9% | -524.1% | -5.5% |
| All | +1.0% | +1,163.4% | -1,162.3% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling