+488.2%
AMD vs RDW
-27.8%
+516.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.7% | -5.0% | -8.0% |
| 7D | +18.9% | +7.2% | +11.7% | +17.4% |
| 30D | -6.4% | -10.3% | +3.9% | -3.9% |
| 3M | +10.6% | -41.4% | +52.0% | +23.2% |
| 6M | +19.9% | -32.5% | +52.4% | +26.6% |
| YTD | +149.4% | +1.7% | +147.7% | +138.1% |
| 1Y | +115.4% | +39.0% | +76.4% | +93.9% |
| 3Y | +357.3% | +214.2% | +143.1% | +195.6% |
| 5Y | +261.1% | -31.3% | +292.4% | +184.4% |
| All | +488.2% | -27.8% | +516.0% | +350.0% |
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 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