-52.2%
RDDT vs AFL
+16.4%
-68.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.8% | -8.7% | -7.7% |
| 7D | -27.6% | +2.2% | -29.8% | -27.2% |
| 30D | -37.0% | +11.1% | -48.1% | -35.3% |
| 3M | -39.6% | +1.0% | -40.6% | -39.7% |
| 6M | -45.3% | +11.4% | -56.8% | -43.7% |
| YTD | -59.2% | +16.3% | -75.5% | -57.5% |
| 1Y | -52.2% | +15.9% | -68.1% | -49.8% |
| All | -52.2% | +16.4% | -68.6% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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