+485.4%
ABBV vs RBA
+182.6%
+302.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.7% |
| 7D | -4.3% | -1.1% | -3.3% | -4.1% |
| 30D | +1.1% | -13.2% | +14.3% | +3.4% |
| 3M | +12.3% | -21.4% | +33.7% | +16.2% |
| 6M | +9.8% | -20.9% | +30.7% | +13.4% |
| YTD | +11.5% | -19.9% | +31.3% | +14.3% |
| 1Y | +22.3% | -28.7% | +50.9% | +27.9% |
| 3Y | +85.2% | +27.4% | +57.8% | +72.2% |
| 5Y | +170.8% | +41.7% | +129.1% | +140.2% |
| 10Y | +485.4% | +189.6% | +295.8% | +286.4% |
| All | +485.4% | +182.6% | +302.9% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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