+2.0%
RDW vs ALM
+943.1%
-941.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -0.9% |
| 7D | +0.9% | -11.8% | +12.7% | +3.5% |
| 30D | -21.3% | +7.8% | -29.1% | -23.0% |
| 3M | -37.9% | -9.3% | -28.6% | -37.2% |
| 6M | +12.3% | -30.5% | +42.7% | +19.1% |
| YTD | +39.7% | +75.8% | -36.1% | +27.6% |
| 1Y | +25.7% | +241.2% | -215.5% | +2.4% |
| 3Y | +230.8% | +1,872.6% | -1,641.8% | +105.8% |
| 5Y | -8.8% | +849.6% | -858.3% | -40.9% |
| All | +2.0% | +943.1% | -941.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling