+589.3%
ABBV vs RIOT
+958.3%
-368.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.5% |
| 7D | +0.4% | +14.8% | -14.4% | +0.3% |
| 30D | +4.2% | +1.4% | +2.8% | +4.1% |
| 3M | +14.8% | -20.6% | +35.5% | +14.9% |
| 6M | +10.3% | +31.9% | -21.6% | +9.8% |
| YTD | +14.9% | +72.1% | -57.2% | +14.1% |
| 1Y | +24.1% | +65.7% | -41.5% | +23.1% |
| 3Y | +91.9% | +97.5% | -5.5% | +88.4% |
| 5Y | +176.0% | -36.7% | +212.7% | +170.9% |
| 10Y | +502.9% | +550.1% | -47.2% | +462.0% |
| All | +589.3% | +958.3% | -368.9% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling