+34.5%
RDW vs AS
-3.0%
+37.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.0% |
| 7D | +29.7% | -3.6% | +33.3% | +32.3% |
| 30D | -12.3% | +3.4% | -15.7% | -13.7% |
| 3M | -40.5% | -8.6% | -31.9% | -37.3% |
| 6M | -30.5% | -10.0% | -20.5% | -26.5% |
| YTD | +5.7% | -19.2% | +24.8% | +15.2% |
| 1Y | +34.5% | -3.8% | +38.3% | +41.5% |
| All | +34.5% | -3.0% | +37.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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