+28.3%
RDW vs AG
+125.2%
-96.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.3% |
| 7D | -3.1% | +1.0% | -4.1% | -3.6% |
| 30D | -1.8% | +19.2% | -20.9% | -9.3% |
| 3M | -50.9% | +6.2% | -57.0% | -52.8% |
| 6M | +13.5% | -26.7% | +40.2% | +20.8% |
| YTD | +38.6% | +26.1% | +12.4% | +30.7% |
| 1Y | +28.3% | +131.7% | -103.4% | +21.8% |
| All | +28.3% | +125.2% | -96.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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