+1,348.4%
ABBV vs RL
+235.2%
+1,113.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +2.8% | +1.3% | +1.4% | +2.5% |
| 30D | +7.0% | +7.6% | -0.7% | +5.7% |
| 3M | +19.2% | -1.5% | +20.8% | +19.3% |
| 6M | +47.8% | +12.1% | +35.7% | +44.4% |
| YTD | +32.5% | +13.9% | +18.6% | +28.6% |
| 1Y | +38.4% | +20.7% | +17.7% | +33.0% |
| 3Y | +134.3% | +260.6% | -126.3% | +84.0% |
| 5Y | +200.6% | +248.9% | -48.2% | +131.9% |
| 10Y | +590.1% | +355.9% | +234.2% | +371.2% |
| All | +1,348.4% | +235.2% | +1,113.1% | +1,024.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling