-6.1%
RDW vs ABCL
-42.5%
+36.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -3.9% |
| 7D | +0.9% | -4.7% | +5.6% | +2.6% |
| 30D | -21.3% | +5.2% | -26.4% | -23.9% |
| 3M | -37.9% | +106.6% | -144.5% | -56.6% |
| 6M | +12.3% | +198.4% | -186.1% | -32.7% |
| YTD | +39.7% | +218.4% | -178.7% | -18.4% |
| 1Y | +25.7% | +136.2% | -110.5% | -19.6% |
| 3Y | +230.8% | +103.2% | +127.7% | +96.2% |
| All | -6.1% | -42.5% | +36.4% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling