-5.0%
AMT vs RDW
+1.6%
-6.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.4% |
| 7D | -2.7% | +4.8% | -7.5% | -2.8% |
| 30D | +2.0% | -19.5% | +21.6% | +2.4% |
| 3M | -9.3% | -26.9% | +17.6% | -8.8% |
| 6M | -5.2% | +17.8% | -23.0% | -6.3% |
| YTD | +0.5% | +43.0% | -42.6% | -1.6% |
| 1Y | -7.3% | +32.1% | -39.4% | -9.4% |
| 3Y | +6.2% | +250.6% | -244.4% | -6.6% |
| 5Y | -31.2% | -6.6% | -24.6% | -38.2% |
| All | -5.0% | +1.6% | -6.6% | -15.4% |
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