+350.4%
AMAT vs RDW
-1.6%
+352.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.1% |
| 7D | -1.5% | -3.1% | +1.6% | -1.0% |
| 30D | -14.8% | -1.8% | -13.0% | -14.8% |
| 3M | -9.3% | -50.9% | +41.6% | -1.0% |
| 6M | +27.4% | +13.5% | +13.9% | +21.3% |
| YTD | +77.6% | +38.6% | +39.0% | +61.8% |
| 1Y | +188.9% | +28.3% | +160.7% | +161.5% |
| 3Y | +202.3% | +217.2% | -14.9% | +112.2% |
| 5Y | +248.9% | -14.0% | +262.9% | +168.2% |
| All | +350.4% | -1.6% | +352.0% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling