+1,354.0%
ABBV vs RIO
+249.6%
+1,104.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | +4.7% | -9.1% | +13.8% | +6.4% |
| 3M | +18.3% | -13.7% | +32.0% | +21.3% |
| 6M | +43.4% | -24.3% | +67.7% | +50.0% |
| YTD | +33.0% | +8.9% | +24.1% | +29.4% |
| 1Y | +30.8% | +22.7% | +8.1% | +24.4% |
| 3Y | +135.1% | +51.2% | +84.0% | +113.1% |
| 5Y | +201.2% | +88.1% | +113.1% | +155.4% |
| 10Y | +602.7% | +352.3% | +250.4% | +385.0% |
| All | +1,354.0% | +249.6% | +1,104.4% | +867.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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