+2.8%
RDW vs ALM
+1,134.3%
-1,131.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -3.8% |
| 7D | +3.6% | +3.6% | 0.0% | +2.8% |
| 30D | -18.4% | +33.8% | -52.2% | -23.9% |
| 3M | -32.1% | +14.8% | -46.8% | -34.5% |
| 6M | +10.9% | -7.0% | +17.8% | +11.2% |
| YTD | +40.8% | +108.1% | -67.3% | +24.1% |
| 1Y | +31.1% | +313.8% | -282.6% | +2.8% |
| 3Y | +245.2% | +2,227.6% | -1,982.5% | +107.4% |
| 5Y | -16.7% | +956.6% | -973.4% | -47.9% |
| All | +2.8% | +1,134.3% | -1,131.6% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling