+378.7%
AMD vs RDW
-13.0%
+391.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -4.9% | -3.7% |
| 7D | +10.4% | +4.8% | +5.6% | +9.4% |
| 30D | +6.2% | -19.5% | +25.7% | +10.6% |
| 3M | +11.3% | -26.9% | +38.2% | +16.6% |
| 6M | +147.8% | +17.8% | +130.0% | +132.7% |
| YTD | +135.2% | +43.0% | +92.1% | +108.9% |
| 1Y | +215.7% | +32.1% | +183.6% | +178.6% |
| 3Y | +374.7% | +250.6% | +124.0% | +194.6% |
| 5Y | +378.7% | -6.6% | +385.3% | +247.7% |
| All | +378.7% | -13.0% | +391.7% | +247.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling