+212.8%
RDDT vs AMCR
+5.3%
+207.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.0% |
| 7D | +2.1% | -6.3% | +8.4% | +3.8% |
| 30D | +2.8% | -7.8% | +10.6% | +4.9% |
| 3M | -8.9% | +7.5% | -16.5% | -10.4% |
| 6M | +15.1% | +2.7% | +12.4% | +14.3% |
| YTD | -31.4% | +6.0% | -37.4% | -33.5% |
| 1Y | -39.4% | +7.8% | -47.2% | -41.8% |
| All | +212.8% | +5.3% | +207.5% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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