+457.0%
AMD vs RDW
+5.0%
+452.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.6% | -0.7% | +4.6% |
| 7D | +10.0% | +9.5% | +0.6% | +8.2% |
| 30D | +4.6% | -17.4% | +22.0% | +8.5% |
| 3M | +3.1% | -39.5% | +42.7% | +11.6% |
| 6M | +162.8% | +31.3% | +131.5% | +142.2% |
| YTD | +136.2% | +47.8% | +88.4% | +108.8% |
| 1Y | +234.0% | +33.8% | +200.2% | +194.3% |
| 3Y | +376.7% | +262.3% | +114.5% | +195.6% |
| 5Y | +376.3% | -5.7% | +382.1% | +244.1% |
| All | +457.0% | +5.0% | +452.1% | +294.5% |
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