+179.4%
AMAT vs RDW
+32.4%
+147.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.5% |
| 7D | +4.2% | +4.8% | -0.7% | +3.2% |
| 30D | -13.5% | -19.5% | +6.0% | -10.1% |
| 3M | -8.6% | -26.9% | +18.3% | -5.4% |
| 6M | +31.6% | +17.8% | +13.8% | +22.8% |
| YTD | +77.3% | +43.0% | +34.3% | +59.0% |
| 1Y | +179.4% | +32.1% | +147.3% | +151.4% |
| All | +179.4% | +32.4% | +147.0% | +151.4% |
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