-15.2%
RDW vs AFL
+16.4%
-31.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | +0.8% | -20.6% | -18.7% |
| 7D | -32.4% | +2.2% | -34.6% | -29.9% |
| 30D | -41.7% | +11.1% | -52.8% | -31.2% |
| 3M | -42.3% | +1.0% | -43.3% | -40.9% |
| 6M | -28.8% | +11.4% | -40.2% | -14.2% |
| YTD | -18.6% | +16.3% | -34.8% | +4.2% |
| 1Y | -15.2% | +15.9% | -31.1% | +8.2% |
| All | -15.2% | +16.4% | -31.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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