+230.8%
RDW vs AG
+249.7%
-18.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.5% |
| 7D | +0.9% | -6.7% | +7.6% | +2.7% |
| 30D | -21.3% | +2.2% | -23.4% | -22.2% |
| 3M | -37.9% | +15.7% | -53.6% | -41.1% |
| 6M | +12.3% | -23.8% | +36.1% | +17.8% |
| YTD | +39.7% | +17.6% | +22.1% | +34.7% |
| 1Y | +25.7% | +88.6% | -62.9% | +10.3% |
| 3Y | +230.8% | +253.4% | -22.6% | +133.5% |
| All | +230.8% | +249.7% | -18.8% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling