-21.4%
ABT vs RDW
+29.5%
-50.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.5% |
| 7D | -5.9% | +0.9% | -6.7% | -5.8% |
| 30D | -8.1% | -21.3% | +13.2% | -8.9% |
| 3M | +14.5% | -37.9% | +52.4% | +13.9% |
| 6M | -6.3% | +12.3% | -18.5% | -4.9% |
| YTD | -17.1% | +39.7% | -56.9% | -15.6% |
| 1Y | -21.4% | +25.7% | -47.0% | -19.6% |
| All | -21.4% | +29.5% | -50.9% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling