+304.3%
ABBV vs RKT
-9.3%
+313.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | -9.0% | +10.2% | +1.5% |
| 30D | +4.7% | +30.2% | -25.5% | +4.0% |
| 3M | +18.3% | -8.8% | +27.2% | +18.5% |
| 6M | +43.4% | -0.9% | +44.3% | +43.1% |
| YTD | +33.0% | -29.2% | +62.2% | +33.6% |
| 1Y | +30.8% | -20.1% | +50.9% | +30.9% |
| 3Y | +135.1% | +81.3% | +53.8% | +129.3% |
| 5Y | +201.2% | -6.6% | +207.9% | +193.9% |
| All | +304.3% | -9.3% | +313.7% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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