+4.4%
RDW vs AA
+103.3%
-98.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +3.3% |
| 7D | +4.8% | -5.4% | +10.2% | +6.9% |
| 30D | -19.5% | -10.7% | -8.9% | -16.4% |
| 3M | -26.9% | -26.2% | -0.7% | -18.7% |
| 6M | +17.8% | -20.9% | +38.7% | +28.2% |
| YTD | +43.0% | -8.6% | +51.7% | +49.7% |
| 1Y | +32.1% | +57.4% | -25.3% | +16.9% |
| 3Y | +250.6% | +77.8% | +172.8% | +190.5% |
| 5Y | -6.6% | +2.7% | -9.3% | -14.7% |
| All | +4.4% | +103.3% | -98.9% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling