-35.9%
APP vs RDW
+24.9%
-60.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | +0.9% | -3.1% | +4.0% | +1.3% |
| 30D | -23.3% | -1.8% | -21.5% | -23.6% |
| 3M | -42.6% | -50.9% | +8.2% | -37.6% |
| 6M | -33.6% | +13.5% | -47.1% | -37.4% |
| YTD | -52.4% | +38.6% | -91.0% | -55.3% |
| 1Y | -35.9% | +28.3% | -64.1% | -40.3% |
| All | -35.9% | +24.9% | -60.8% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling