+170.8%
ABBV vs RBA
+44.6%
+126.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.9% |
| 7D | -4.3% | -1.1% | -3.3% | -4.2% |
| 30D | +1.1% | -13.2% | +14.3% | +2.0% |
| 3M | +12.3% | -21.4% | +33.7% | +13.8% |
| 6M | +9.8% | -20.9% | +30.7% | +11.1% |
| YTD | +11.5% | -19.9% | +31.3% | +12.4% |
| 1Y | +22.3% | -28.7% | +50.9% | +24.5% |
| 3Y | +85.2% | +27.4% | +57.8% | +80.8% |
| 5Y | +170.8% | +41.7% | +129.1% | +162.0% |
| All | +170.8% | +44.6% | +126.2% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling