+20.4%
ABBV vs RJF
+5.1%
+15.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +0.3% | -2.7% | +3.0% | +0.3% |
| 30D | +3.4% | -4.3% | +7.6% | +3.4% |
| 3M | +15.2% | +15.7% | -0.5% | +15.1% |
| 6M | +14.7% | +17.8% | -3.1% | +14.5% |
| YTD | +15.2% | +9.2% | +6.0% | +14.2% |
| 1Y | +20.4% | +2.8% | +17.6% | +15.7% |
| All | +20.4% | +5.1% | +15.3% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling