+227.2%
AMAT vs RDW
+244.1%
-16.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.2% |
| 7D | +6.9% | +3.6% | +3.3% | +6.4% |
| 30D | -10.1% | -18.4% | +8.3% | -7.6% |
| 3M | -6.0% | -32.1% | +26.1% | -2.1% |
| 6M | +38.6% | +10.9% | +27.8% | +33.0% |
| YTD | +83.1% | +40.8% | +42.3% | +68.7% |
| 1Y | +188.3% | +31.1% | +157.2% | +163.8% |
| All | +227.2% | +244.1% | -16.9% | +164.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling