+208.0%
RDDT vs AG
+255.1%
-47.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.9% | +10.9% | +6.8% |
| 7D | -0.4% | -5.8% | +5.4% | +0.4% |
| 30D | -0.5% | +6.4% | -6.9% | -1.7% |
| 3M | -9.8% | +28.4% | -38.2% | -13.3% |
| 6M | +15.8% | -24.5% | +40.3% | +18.1% |
| YTD | -32.4% | +21.2% | -53.6% | -35.4% |
| 1Y | -40.0% | +114.1% | -154.1% | -47.3% |
| All | +208.0% | +255.1% | -47.1% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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