+230.8%
RDW vs AFL
+63.5%
+167.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +0.9% | -1.6% | +2.5% | +1.3% |
| 30D | -21.3% | -4.0% | -17.2% | -20.4% |
| 3M | -37.9% | -0.5% | -37.4% | -38.5% |
| 6M | +12.3% | +6.5% | +5.7% | +6.0% |
| YTD | +39.7% | +6.2% | +33.6% | +30.7% |
| 1Y | +25.7% | +8.3% | +17.4% | +15.3% |
| 3Y | +230.8% | +62.5% | +168.3% | +99.8% |
| All | +230.8% | +63.5% | +167.3% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling