+1,348.4%
ABBV vs RBA
+496.4%
+852.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.8% | +3.2% | -0.5% | +2.2% |
| 30D | +7.0% | +12.0% | -5.1% | +4.9% |
| 3M | +19.2% | +2.9% | +16.4% | +18.5% |
| 6M | +47.8% | -6.3% | +54.0% | +48.4% |
| YTD | +32.5% | -5.9% | +38.4% | +32.2% |
| 1Y | +38.4% | -3.9% | +42.3% | +37.6% |
| 3Y | +134.3% | +64.9% | +69.4% | +109.3% |
| 5Y | +200.6% | +48.5% | +152.2% | +168.4% |
| 10Y | +590.1% | +211.8% | +378.3% | +399.1% |
| All | +1,348.4% | +496.4% | +852.0% | +818.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling