+604.1%
ABBV vs RJF
+326.9%
+277.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.3% | +3.6% | -2.3% | +0.4% |
| 30D | +4.7% | +7.2% | -2.5% | +2.9% |
| 3M | +18.3% | -6.5% | +24.9% | +20.1% |
| 6M | +43.4% | +10.3% | +33.1% | +39.4% |
| YTD | +33.0% | +6.5% | +26.5% | +29.8% |
| 1Y | +30.8% | +6.1% | +24.7% | +27.7% |
| 3Y | +135.1% | +74.9% | +60.2% | +97.3% |
| 5Y | +201.2% | +81.3% | +119.9% | +142.8% |
| All | +604.1% | +326.9% | +277.2% | +352.3% |
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