-39.4%
RDDT vs ABT
-19.6%
-19.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +2.9% | +1.5% |
| 7D | +2.1% | -5.9% | +8.0% | +1.8% |
| 30D | +2.8% | -8.1% | +10.9% | +2.4% |
| 3M | -8.9% | +14.5% | -23.5% | -7.5% |
| 6M | +15.1% | -6.3% | +21.3% | +13.7% |
| YTD | -31.4% | -17.1% | -14.2% | -34.6% |
| 1Y | -39.4% | -21.4% | -18.1% | -43.4% |
| All | -39.4% | -19.6% | -19.9% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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