+4.4%
RDW vs AG
+66.1%
-61.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +2.8% |
| 7D | +4.8% | -5.8% | +10.6% | +6.2% |
| 30D | -19.5% | +6.4% | -25.9% | -21.2% |
| 3M | -26.9% | +28.4% | -55.3% | -31.7% |
| 6M | +17.8% | -24.5% | +42.2% | +23.6% |
| YTD | +43.0% | +21.2% | +21.8% | +36.7% |
| 1Y | +32.1% | +114.1% | -82.0% | +12.0% |
| 3Y | +250.6% | +268.0% | -17.4% | +151.6% |
| 5Y | -6.6% | +67.3% | -73.9% | -27.6% |
| All | +4.4% | +66.1% | -61.7% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling