+25.7%
RDW vs AA
+56.9%
-31.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.9% | -3.4% | +4.3% | +3.1% |
| 30D | -21.3% | -5.8% | -15.5% | -18.4% |
| 3M | -37.9% | -29.9% | -8.0% | -22.6% |
| 6M | +12.3% | -27.0% | +39.3% | +36.8% |
| YTD | +39.7% | -8.7% | +48.4% | +49.3% |
| 1Y | +25.7% | +50.6% | -25.0% | +31.3% |
| All | +25.7% | +56.9% | -31.2% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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