+7.9%
RDW vs AMC
-88.5%
+96.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.4% | +10.0% | +6.8% |
| 7D | +9.5% | -0.8% | +10.2% | +9.5% |
| 30D | -17.4% | -1.2% | -16.2% | -17.4% |
| 3M | -39.5% | +42.2% | -81.7% | -41.2% |
| 6M | +31.3% | +118.8% | -87.5% | +24.1% |
| YTD | +47.8% | +64.1% | -16.3% | +41.6% |
| 1Y | +33.8% | -9.5% | +43.4% | +32.3% |
| 3Y | +262.3% | -64.3% | +326.6% | +265.4% |
| 5Y | -5.7% | -99.5% | +93.8% | +2.3% |
| All | +7.9% | -88.5% | +96.3% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling