+378.5%
APP vs RDW
+9.0%
+369.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.6% | -9.3% | -4.0% |
| 7D | +0.1% | +9.5% | -9.4% | -1.8% |
| 30D | -10.0% | -17.4% | +7.3% | -6.8% |
| 3M | -44.6% | -39.5% | -5.1% | -40.3% |
| 6M | -37.9% | +31.3% | -69.2% | -45.1% |
| YTD | -53.7% | +47.8% | -101.5% | -61.2% |
| 1Y | -43.0% | +33.8% | -76.8% | -52.7% |
| 3Y | +640.8% | +262.3% | +378.5% | +315.3% |
| 5Y | +358.8% | -5.7% | +364.5% | +191.3% |
| All | +378.5% | +9.0% | +369.5% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling