+64.3%
ABBV vs RBRK
+130.3%
-66.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.0% | -3.5% | +1.5% | -2.0% |
| 30D | +2.0% | -8.3% | +10.2% | +1.9% |
| 3M | +14.2% | +24.7% | -10.5% | +14.4% |
| 6M | +14.1% | +58.9% | -44.8% | +14.2% |
| YTD | +14.2% | +16.3% | -2.0% | +14.9% |
| 1Y | +24.2% | +10.1% | +14.1% | +25.1% |
| All | +64.3% | +130.3% | -66.1% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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