+120.0%
AMAT vs RDDT
+228.6%
-108.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.4% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | -14.8% | -0.5% | -14.3% | -15.2% |
| 3M | -9.3% | -16.0% | +6.7% | -8.5% |
| 6M | +27.4% | +4.9% | +22.5% | +23.3% |
| YTD | +77.6% | -32.8% | +110.4% | +82.2% |
| 1Y | +188.9% | -33.5% | +222.4% | +194.0% |
| All | +120.0% | +228.6% | -108.7% | +74.1% |
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