+25.7%
RDW vs AU
+72.0%
-46.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.6% |
| 7D | +0.9% | -4.3% | +5.1% | +2.9% |
| 30D | -21.3% | +7.3% | -28.6% | -25.3% |
| 3M | -37.9% | +26.3% | -64.2% | -46.6% |
| 6M | +12.3% | +1.8% | +10.5% | +6.7% |
| YTD | +39.7% | +26.8% | +12.9% | +25.5% |
| 1Y | +25.7% | +66.7% | -41.0% | +8.8% |
| All | +25.7% | +72.0% | -46.3% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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