+86.7%
ABBV vs RIOT
+104.4%
-17.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.8% |
| 7D | -4.1% | +18.4% | -22.6% | -4.0% |
| 30D | +1.2% | +13.8% | -12.6% | +1.3% |
| 3M | +12.1% | -12.7% | +24.8% | +12.2% |
| 6M | +12.0% | +50.1% | -38.1% | +12.1% |
| YTD | +12.4% | +74.2% | -61.8% | +12.5% |
| 1Y | +22.9% | +45.1% | -22.2% | +22.9% |
| All | +86.7% | +104.4% | -17.6% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 3y: compounded portfolio wealth divided by compounded RIOT 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…
3y analysis · Full analysis span regression · 6 months rolling