+25.7%
RDW vs AMC
-11.2%
+36.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.6% |
| 7D | +0.9% | -7.2% | +8.0% | +1.4% |
| 30D | -21.3% | -2.8% | -18.5% | -21.2% |
| 3M | -37.9% | +7.9% | -45.8% | -39.2% |
| 6M | +12.3% | +119.6% | -107.4% | -6.0% |
| YTD | +39.7% | +57.7% | -18.0% | +24.8% |
| 1Y | +25.7% | -12.1% | +37.8% | +21.8% |
| All | +25.7% | -11.2% | +36.9% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling