+230.8%
RDW vs ACM
-22.9%
+253.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -3.1% |
| 7D | +0.9% | -4.6% | +5.4% | +4.7% |
| 30D | -21.3% | +4.1% | -25.4% | -24.9% |
| 3M | -37.9% | -8.3% | -29.6% | -35.7% |
| 6M | +12.3% | -30.1% | +42.3% | +51.4% |
| YTD | +39.7% | -32.6% | +72.3% | +96.8% |
| 1Y | +25.7% | -49.6% | +75.3% | +138.1% |
| 3Y | +230.8% | -23.0% | +253.9% | +331.1% |
| All | +230.8% | -22.9% | +253.7% | +331.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling