-14.7%
RDW vs AAOX
-89.3%
+74.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -15.0% | +10.0% | -2.6% |
| 7D | -14.3% | -50.3% | +36.0% | -5.3% |
| 30D | -26.0% | -79.8% | +53.9% | -8.8% |
| 3M | -27.4% | -85.9% | +58.5% | -9.3% |
| 6M | -10.6% | -95.7% | +85.0% | +13.4% |
| All | -14.7% | -89.3% | +74.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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