+208.0%
RDDT vs AMT
-3.6%
+211.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.0% |
| 7D | -0.4% | -2.7% | +2.3% | -0.6% |
| 30D | -0.5% | +2.0% | -2.6% | -0.4% |
| 3M | -9.8% | -9.3% | -0.5% | -10.5% |
| 6M | +15.8% | -5.2% | +21.0% | +15.5% |
| YTD | -32.4% | +0.5% | -32.9% | -32.1% |
| 1Y | -40.0% | -7.3% | -32.8% | -40.2% |
| All | +208.0% | -3.6% | +211.6% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling