+230.8%
RDW vs AA
+73.2%
+157.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.9% | -3.4% | +4.3% | +2.7% |
| 30D | -21.3% | -5.8% | -15.5% | -19.0% |
| 3M | -37.9% | -29.9% | -8.0% | -25.8% |
| 6M | +12.3% | -27.0% | +39.3% | +31.5% |
| YTD | +39.7% | -8.7% | +48.4% | +48.1% |
| 1Y | +25.7% | +50.6% | -25.0% | +6.5% |
| 3Y | +230.8% | +74.1% | +156.8% | +149.6% |
| All | +230.8% | +73.2% | +157.6% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling