-45.7%
RDDT vs AME
+21.1%
-66.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.6% | +10.6% | +7.7% |
| 7D | -24.4% | -4.4% | -19.9% | -22.5% |
| 30D | -32.3% | -5.9% | -26.4% | -30.4% |
| 3M | -36.3% | -6.5% | -29.8% | -34.4% |
| 6M | -39.7% | +3.2% | -42.9% | -39.5% |
| YTD | -55.7% | +16.0% | -71.7% | -59.0% |
| 1Y | -45.7% | +20.4% | -66.2% | -51.9% |
| All | -45.7% | +21.1% | -66.8% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling