+28.3%
RDW vs APA
+94.6%
-66.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.4% |
| 7D | -3.1% | +0.5% | -3.7% | -3.1% |
| 30D | -1.8% | +23.4% | -25.2% | -1.4% |
| 3M | -50.9% | +12.7% | -63.6% | -50.4% |
| 6M | +13.5% | +39.4% | -25.9% | +5.0% |
| YTD | +38.6% | +79.0% | -40.4% | +21.1% |
| 1Y | +28.3% | +88.8% | -60.6% | +17.4% |
| All | +28.3% | +94.6% | -66.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling