+17.8%
RDW vs AG
-25.0%
+42.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +4.1% |
| 7D | +4.8% | -5.8% | +10.6% | +7.9% |
| 30D | -19.5% | +6.4% | -25.9% | -23.3% |
| 3M | -26.9% | +28.4% | -55.3% | -39.5% |
| 6M | +17.8% | -24.5% | +42.2% | +17.8% |
| All | +17.8% | -25.0% | +42.8% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling