-13.9%
ARM vs RDW
-34.4%
+20.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.7% | -0.9% | -3.2% |
| 7D | +9.1% | +7.2% | +1.9% | +6.3% |
| 30D | -19.9% | -10.3% | -9.6% | -16.7% |
| 3M | -31.6% | -41.4% | +9.8% | -18.7% |
| 6M | -13.9% | -32.5% | +18.7% | -6.1% |
| All | -13.9% | -34.4% | +20.6% | -6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling