+183.2%
ABBV vs RDW
-0.7%
+184.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.8% |
| 7D | +0.3% | +0.9% | -0.6% | +0.3% |
| 30D | +3.4% | -21.3% | +24.6% | +3.3% |
| 3M | +15.2% | -37.9% | +53.1% | +15.3% |
| 6M | +14.7% | +12.3% | +2.4% | +14.7% |
| YTD | +15.2% | +39.7% | -24.5% | +15.1% |
| 1Y | +20.4% | +25.7% | -5.3% | +20.2% |
| 3Y | +91.3% | +230.8% | -139.5% | +92.2% |
| 5Y | +189.6% | -8.8% | +198.3% | +189.7% |
| All | +183.2% | -0.7% | +184.0% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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