+238.6%
RDW vs ABCL
+93.0%
+145.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +3.6% |
| 7D | +4.8% | -9.6% | +14.4% | +8.7% |
| 30D | -19.5% | +7.2% | -26.7% | -22.7% |
| 3M | -26.9% | +105.5% | -132.4% | -48.5% |
| 6M | +17.8% | +193.0% | -175.2% | -28.2% |
| YTD | +43.0% | +205.8% | -162.8% | -14.3% |
| 1Y | +32.1% | +144.4% | -112.3% | -16.2% |
| All | +238.6% | +93.0% | +145.6% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling