+306.4%
APP vs RDW
-13.0%
+319.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.8% |
| 7D | +0.3% | +4.8% | -4.5% | -0.7% |
| 30D | -1.3% | -19.5% | +18.2% | +2.9% |
| 3M | -36.2% | -26.9% | -9.3% | -33.7% |
| 6M | -34.1% | +17.8% | -51.9% | -40.5% |
| YTD | -53.3% | +43.0% | -96.4% | -60.8% |
| 1Y | -44.5% | +32.1% | -76.6% | -54.1% |
| 3Y | +646.7% | +250.6% | +396.0% | +312.6% |
| 5Y | +306.4% | -6.6% | +313.0% | +194.1% |
| All | +306.4% | -13.0% | +319.5% | +194.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling