+1,156.2%
ABBV vs RIO
+335.3%
+820.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.5% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +4.2% | +4.0% | +0.2% | +3.4% |
| 3M | +14.8% | +0.1% | +14.7% | +14.5% |
| 6M | +10.3% | +12.7% | -2.5% | +7.2% |
| YTD | +14.9% | +35.6% | -20.7% | +7.7% |
| 1Y | +24.1% | +73.7% | -49.6% | +10.8% |
| 3Y | +91.9% | +93.3% | -1.4% | +66.5% |
| 5Y | +176.0% | +92.4% | +83.6% | +134.6% |
| 10Y | +502.9% | +606.9% | -104.0% | +285.4% |
| All | +1,156.2% | +335.3% | +820.9% | +705.3% |
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