-32.1%
RDW vs APA
+21.7%
-53.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.7% | -3.5% |
| 7D | +3.6% | +0.3% | +3.3% | +3.7% |
| 30D | -18.4% | +9.3% | -27.8% | -15.2% |
| 3M | -32.1% | +23.3% | -55.4% | -26.4% |
| All | -32.1% | +21.7% | -53.8% | -26.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling