+504.9%
ABBV vs RJF
+429.3%
+75.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +0.3% | -2.7% | +3.0% | +0.9% |
| 30D | +3.4% | -4.3% | +7.6% | +4.4% |
| 3M | +15.2% | +15.7% | -0.5% | +10.8% |
| 6M | +14.7% | +17.8% | -3.1% | +9.7% |
| YTD | +15.2% | +9.2% | +6.0% | +11.8% |
| 1Y | +20.4% | +2.8% | +17.6% | +18.4% |
| 3Y | +91.3% | +69.5% | +21.9% | +61.3% |
| 5Y | +189.6% | +105.9% | +83.6% | +123.2% |
| All | +504.9% | +429.3% | +75.6% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling