+153.3%
AMAT vs RDW
+216.8%
-63.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.1% |
| 7D | +11.4% | +7.2% | +4.1% | +10.3% |
| 30D | -17.0% | -10.3% | -6.7% | -15.6% |
| 3M | -30.6% | -41.4% | +10.8% | -25.3% |
| 6M | -14.9% | -32.5% | +17.6% | -12.1% |
| YTD | +44.7% | +1.7% | +43.0% | +39.1% |
| 1Y | +66.9% | +39.0% | +27.9% | +54.3% |
| 3Y | +153.3% | +214.2% | -60.9% | +121.5% |
| All | +153.3% | +216.8% | -63.5% | +121.5% |
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 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