+2.0%
RDW vs AMC
-88.9%
+90.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.5% |
| 7D | +0.9% | -7.2% | +8.0% | +1.2% |
| 30D | -21.3% | -2.8% | -18.5% | -21.2% |
| 3M | -37.9% | +7.9% | -45.8% | -38.6% |
| 6M | +12.3% | +119.6% | -107.4% | +6.0% |
| YTD | +39.7% | +57.7% | -18.0% | +34.2% |
| 1Y | +25.7% | -12.1% | +37.8% | +24.4% |
| 3Y | +230.8% | -66.5% | +297.3% | +234.7% |
| 5Y | -8.8% | -99.5% | +90.7% | -0.9% |
| All | +2.0% | -88.9% | +90.9% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling