+603.7%
ABBV vs RL
+397.7%
+206.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -0.1% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +6.7% | +7.3% | -0.6% | +5.7% |
| 3M | +19.9% | +1.0% | +18.9% | +19.6% |
| 6M | +47.5% | +11.8% | +35.7% | +44.6% |
| YTD | +32.2% | +13.6% | +18.6% | +28.9% |
| 1Y | +37.8% | +24.0% | +13.8% | +32.7% |
| 3Y | +134.8% | +256.6% | -121.8% | +91.1% |
| 5Y | +203.0% | +240.2% | -37.2% | +143.5% |
| 10Y | +603.7% | +373.0% | +230.7% | +406.5% |
| All | +603.7% | +397.7% | +206.0% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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