+61.4%
AMAT vs RDW
+9.7%
+51.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.3% |
| 7D | -11.2% | -14.3% | +3.1% | -8.3% |
| 30D | -31.9% | -26.0% | -5.9% | -27.7% |
| 3M | -32.3% | -27.4% | -5.0% | -28.5% |
| 6M | -5.4% | -10.6% | +5.3% | -6.0% |
| YTD | +44.3% | +1.6% | +42.7% | +36.2% |
| 1Y | +61.4% | +11.1% | +50.3% | +50.1% |
| All | +61.4% | +9.7% | +51.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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