+11.1%
RDW vs ADVB
-76.7%
+87.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -5.1% |
| 7D | -14.3% | -29.5% | +15.2% | -15.9% |
| 30D | -26.0% | -66.9% | +40.9% | -30.7% |
| 3M | -27.4% | -73.7% | +46.3% | -32.4% |
| 6M | -10.6% | -64.8% | +54.1% | -10.9% |
| YTD | +1.6% | -64.0% | +65.6% | +4.3% |
| 1Y | +11.1% | -77.0% | +88.1% | +11.6% |
| All | +11.1% | -76.7% | +87.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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