+349.7%
AMAT vs RDW
+1.6%
+348.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.4% |
| 7D | +4.2% | +4.8% | -0.7% | +3.4% |
| 30D | -13.5% | -19.5% | +6.0% | -10.8% |
| 3M | -8.6% | -26.9% | +18.3% | -5.2% |
| 6M | +31.6% | +17.8% | +13.8% | +24.6% |
| YTD | +77.3% | +43.0% | +34.3% | +60.8% |
| 1Y | +179.4% | +32.1% | +147.3% | +151.7% |
| 3Y | +215.0% | +250.6% | -35.6% | +117.7% |
| 5Y | +245.8% | -6.6% | +252.4% | +163.6% |
| All | +349.7% | +1.6% | +348.1% | +234.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling