+602.8%
ABBV vs RL
+342.1%
+260.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.8% |
| 30D | +8.0% | +4.6% | +3.4% | +7.3% |
| 3M | +19.1% | -1.1% | +20.2% | +19.1% |
| 6M | +43.5% | +16.5% | +27.0% | +40.0% |
| YTD | +32.7% | +11.4% | +21.3% | +29.8% |
| 1Y | +30.0% | +16.1% | +13.9% | +26.3% |
| 3Y | +134.7% | +252.6% | -117.9% | +91.4% |
| 5Y | +200.6% | +244.9% | -44.2% | +141.0% |
| All | +602.8% | +342.1% | +260.6% | +401.3% |
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