-43.3%
APP vs RDW
+29.5%
-72.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.3% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +6.6% | -21.3% | +27.9% | +10.1% |
| 3M | -32.3% | -37.9% | +5.6% | -28.7% |
| 6M | -29.8% | +12.3% | -42.1% | -33.7% |
| YTD | -51.9% | +39.7% | -91.7% | -55.0% |
| 1Y | -43.3% | +25.7% | -69.0% | -47.2% |
| All | -43.3% | +29.5% | -72.8% | -47.2% |
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