+394.8%
AMD vs RDW
+244.1%
+150.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.7% | +7.8% | +3.8% |
| 7D | +14.0% | +3.6% | +10.4% | +13.3% |
| 30D | +11.0% | -18.4% | +29.4% | +14.9% |
| 3M | +9.6% | -32.1% | +41.7% | +15.4% |
| 6M | +157.1% | +10.9% | +146.2% | +146.2% |
| YTD | +143.3% | +40.8% | +102.5% | +122.7% |
| 1Y | +234.4% | +31.1% | +203.3% | +204.3% |
| All | +394.8% | +244.1% | +150.7% | +330.0% |
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