+2.0%
RDW vs AGI
+350.2%
-348.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +0.9% | -2.7% | +3.6% | +1.6% |
| 30D | -21.3% | +7.2% | -28.5% | -23.3% |
| 3M | -37.9% | +4.3% | -42.1% | -39.2% |
| 6M | +12.3% | -27.1% | +39.4% | +21.1% |
| YTD | +39.7% | -6.6% | +46.3% | +43.3% |
| 1Y | +25.7% | +9.5% | +16.2% | +25.2% |
| 3Y | +230.8% | +208.4% | +22.4% | +177.4% |
| 5Y | -8.8% | +401.6% | -410.4% | -28.4% |
| All | +2.0% | +350.2% | -348.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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