+485.4%
ABBV vs RL
+304.3%
+181.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.8% |
| 7D | -4.3% | +1.9% | -6.2% | -4.6% |
| 30D | +1.1% | -12.2% | +13.3% | +2.8% |
| 3M | +12.3% | -6.6% | +19.0% | +13.1% |
| 6M | +9.8% | +3.2% | +6.6% | +8.7% |
| YTD | +11.5% | -1.3% | +12.7% | +10.8% |
| 1Y | +22.3% | +13.6% | +8.7% | +19.0% |
| 3Y | +85.2% | +210.9% | -125.7% | +53.0% |
| 5Y | +170.8% | +246.9% | -76.0% | +114.6% |
| 10Y | +485.4% | +310.1% | +175.3% | +322.4% |
| All | +485.4% | +304.3% | +181.1% | +322.4% |
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