-14.9%
AMAT vs RDW
-34.4%
+19.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.6% |
| 7D | +11.4% | +7.2% | +4.1% | +9.2% |
| 30D | -17.0% | -10.3% | -6.7% | -14.7% |
| 3M | -30.6% | -41.4% | +10.8% | -21.4% |
| 6M | -14.9% | -32.5% | +17.6% | -11.3% |
| All | -14.9% | -34.4% | +19.5% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling