+11.1%
RDW vs ABCL
+138.2%
-127.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.3% |
| 7D | -14.3% | -10.0% | -4.3% | -10.6% |
| 30D | -26.0% | -10.9% | -15.1% | -22.6% |
| 3M | -27.4% | +101.6% | -129.0% | -51.0% |
| 6M | -10.6% | +167.5% | -178.2% | -51.7% |
| YTD | +1.6% | +259.1% | -257.5% | -56.6% |
| 1Y | +11.1% | +152.2% | -141.1% | -49.8% |
| All | +11.1% | +138.2% | -127.1% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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