+190.3%
RDDT vs AMT
-2.3%
+192.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -7.4% | +1.5% | -8.8% | -7.3% |
| 30D | -7.7% | +3.7% | -11.5% | -7.5% |
| 3M | -17.8% | -7.2% | -10.6% | -18.3% |
| 6M | +5.5% | -4.2% | +9.6% | +5.2% |
| YTD | -36.3% | +1.9% | -38.2% | -36.0% |
| 1Y | -39.0% | -6.4% | -32.7% | -39.2% |
| All | +190.3% | -2.3% | +192.6% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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