+91.0%
ABBV vs RBA
+32.9%
+58.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +0.4% | -2.9% | +3.3% | +0.6% |
| 30D | +4.2% | -12.3% | +16.5% | +5.1% |
| 3M | +14.8% | -20.5% | +35.3% | +16.4% |
| 6M | +10.3% | -18.5% | +28.8% | +11.4% |
| YTD | +14.9% | -18.2% | +33.1% | +15.5% |
| 1Y | +24.1% | -27.5% | +51.6% | +26.7% |
| All | +91.0% | +32.9% | +58.1% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling