+17.8%
RDW vs AA
-21.2%
+39.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +4.8% |
| 7D | +4.8% | -5.4% | +10.2% | +8.7% |
| 30D | -19.5% | -10.7% | -8.9% | -13.4% |
| 3M | -26.9% | -26.2% | -0.7% | -11.2% |
| 6M | +17.8% | -20.9% | +38.7% | +45.0% |
| All | +17.8% | -21.2% | +39.0% | +45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling