+128.0%
ABBV vs RBA
+42.3%
+85.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -1.2% | +4.3% | -5.5% | -1.5% |
| 30D | +8.0% | +16.3% | -8.3% | +6.8% |
| 3M | +20.2% | +1.3% | +18.9% | +19.9% |
| 6M | +44.0% | -11.1% | +55.0% | +44.5% |
| YTD | +31.3% | -8.5% | +39.8% | +30.7% |
| 1Y | +37.0% | -2.1% | +39.1% | +35.1% |
| 3Y | +128.0% | +44.6% | +83.4% | +119.5% |
| All | +128.0% | +42.3% | +85.7% | +119.5% |
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