+91.1%
AMAT vs RDDT
+124.8%
-33.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.1% | -1.0% | +5.1% |
| 7D | +7.0% | +3.7% | +3.3% | +6.6% |
| 30D | -20.6% | -33.9% | +13.3% | -16.7% |
| 3M | -24.8% | -32.4% | +7.6% | -21.8% |
| 6M | -10.7% | -33.8% | +23.0% | -8.4% |
| YTD | +54.3% | -54.0% | +108.3% | +65.0% |
| 1Y | +73.7% | -49.3% | +123.0% | +82.6% |
| All | +91.1% | +124.8% | -33.7% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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