+10.3%
ABBV vs RIOT
+38.8%
-28.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.3% |
| 7D | +0.4% | +14.8% | -14.4% | +1.0% |
| 30D | +4.2% | +1.4% | +2.8% | +4.4% |
| 3M | +14.8% | -20.6% | +35.5% | +15.6% |
| 6M | +10.3% | +31.9% | -21.6% | +8.2% |
| All | +10.3% | +38.8% | -28.5% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling