+11.1%
RDW vs ACM
-46.6%
+57.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.9% | -6.1% |
| 7D | -14.3% | +9.5% | -23.8% | -17.8% |
| 30D | -26.0% | +14.7% | -40.7% | -30.4% |
| 3M | -27.4% | -9.5% | -17.9% | -23.1% |
| 6M | -10.6% | -18.0% | +7.4% | +2.5% |
| YTD | +1.6% | -27.3% | +28.9% | +32.2% |
| 1Y | +11.1% | -47.0% | +58.1% | +60.5% |
| All | +11.1% | -46.6% | +57.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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