+190.3%
RDDT vs AME
+29.9%
+160.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.6% |
| 7D | -7.4% | +1.3% | -8.7% | -8.1% |
| 30D | -7.7% | -6.6% | -1.2% | -3.9% |
| 3M | -17.8% | +3.0% | -20.8% | -19.8% |
| 6M | +5.5% | +5.3% | +0.2% | +0.2% |
| YTD | -36.3% | +15.4% | -51.7% | -44.0% |
| 1Y | -39.0% | +26.8% | -65.9% | -50.6% |
| All | +190.3% | +29.9% | +160.4% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling