+1,156.2%
ABBV vs RBA
+418.2%
+738.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | +4.2% | -12.3% | +16.5% | +6.3% |
| 3M | +14.8% | -20.5% | +35.3% | +18.6% |
| 6M | +10.3% | -18.5% | +28.8% | +13.3% |
| YTD | +14.9% | -18.2% | +33.1% | +17.5% |
| 1Y | +24.1% | -27.5% | +51.6% | +29.6% |
| 3Y | +91.9% | +38.1% | +53.9% | +76.5% |
| 5Y | +176.0% | +44.8% | +131.2% | +145.5% |
| 10Y | +502.9% | +187.1% | +315.8% | +342.1% |
| All | +1,156.2% | +418.2% | +738.0% | +716.0% |
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 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