+2.0%
RDW vs AFL
+183.8%
-181.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | -21.3% | -4.0% | -17.2% | -20.0% |
| 3M | -37.9% | -0.5% | -37.4% | -38.5% |
| 6M | +12.3% | +6.5% | +5.7% | +6.1% |
| YTD | +39.7% | +6.2% | +33.6% | +31.0% |
| 1Y | +25.7% | +8.3% | +17.4% | +15.9% |
| 3Y | +230.8% | +62.5% | +168.3% | +143.1% |
| 5Y | -8.8% | +136.2% | -144.9% | -44.3% |
| All | +2.0% | +183.8% | -181.7% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling