+212.8%
RDDT vs AME
+33.0%
+179.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | -0.4% |
| 7D | +2.1% | +1.7% | +0.4% | +1.0% |
| 30D | +2.8% | -6.4% | +9.3% | +7.0% |
| 3M | -8.9% | +7.1% | -16.0% | -13.4% |
| 6M | +15.1% | +8.2% | +6.9% | +7.5% |
| YTD | -31.4% | +18.2% | -49.5% | -40.6% |
| 1Y | -39.4% | +26.7% | -66.2% | -50.6% |
| All | +212.8% | +33.0% | +179.8% | +154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling