+11.1%
RDW vs AMCR
+32.3%
-21.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -5.4% |
| 7D | -14.3% | +6.2% | -20.5% | -15.3% |
| 30D | -26.0% | +16.0% | -42.0% | -28.3% |
| 3M | -27.4% | +4.4% | -31.7% | -28.2% |
| 6M | -10.6% | +35.5% | -46.2% | -16.7% |
| YTD | +1.6% | +21.5% | -19.9% | -2.0% |
| 1Y | +11.1% | +30.7% | -19.7% | +5.1% |
| All | +11.1% | +32.3% | -21.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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