-6.1%
RDW vs AFL
+133.8%
-139.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | +0.9% | -1.6% | +2.5% | +1.6% |
| 30D | -21.3% | -4.0% | -17.2% | -19.9% |
| 3M | -37.9% | -0.5% | -37.4% | -38.5% |
| 6M | +12.3% | +6.5% | +5.7% | +5.6% |
| YTD | +39.7% | +6.2% | +33.6% | +30.3% |
| 1Y | +25.7% | +8.3% | +17.4% | +15.0% |
| 3Y | +230.8% | +62.5% | +168.3% | +133.3% |
| All | -6.1% | +133.8% | -139.9% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling