-40.4%
ACN vs RDW
+241.5%
-281.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +3.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | +2.1% | -21.3% | +23.4% | +2.8% |
| 3M | +11.1% | -37.9% | +49.0% | +13.1% |
| 6M | -6.8% | +12.3% | -19.1% | -9.3% |
| YTD | -30.0% | +39.7% | -69.8% | -33.3% |
| 1Y | -23.1% | +25.7% | -48.8% | -26.8% |
| 3Y | -40.4% | +230.8% | -271.2% | -45.4% |
| All | -40.4% | +241.5% | -281.9% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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