-29.4%
AMT vs RDW
-9.1%
-20.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +2.9% |
| 7D | +1.1% | +0.9% | +0.3% | +1.1% |
| 30D | +4.4% | -21.3% | +25.6% | +4.8% |
| 3M | -5.2% | -37.9% | +32.7% | -4.3% |
| 6M | -0.8% | +12.3% | -13.1% | -1.8% |
| YTD | +3.3% | +39.7% | -36.4% | +1.2% |
| 1Y | -6.0% | +25.7% | -31.7% | -8.0% |
| 3Y | +9.6% | +230.8% | -221.2% | -3.5% |
| All | -29.4% | -9.1% | -20.3% | -37.7% |
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