+4.4%
RDW vs ACM
+21.6%
-17.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.9% |
| 7D | +4.8% | -5.9% | +10.7% | +9.5% |
| 30D | -19.5% | -6.2% | -13.3% | -16.9% |
| 3M | -26.9% | -7.9% | -19.0% | -24.8% |
| 6M | +17.8% | -30.6% | +48.4% | +51.4% |
| YTD | +43.0% | -33.3% | +76.3% | +91.2% |
| 1Y | +32.1% | -49.2% | +81.3% | +118.2% |
| 3Y | +250.6% | -23.5% | +274.1% | +336.6% |
| 5Y | -6.6% | +0.9% | -7.6% | +4.1% |
| All | +4.4% | +21.6% | -17.2% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling