-6.1%
RDW vs AMCR
-12.3%
+6.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | +0.9% | -6.3% | +7.1% | +3.9% |
| 30D | -21.3% | -7.8% | -13.5% | -18.3% |
| 3M | -37.9% | +7.5% | -45.4% | -40.9% |
| 6M | +12.3% | +2.7% | +9.6% | +9.0% |
| YTD | +39.7% | +6.0% | +33.7% | +31.6% |
| 1Y | +25.7% | +7.8% | +17.9% | +16.3% |
| 3Y | +230.8% | +5.8% | +225.1% | +199.4% |
| All | -6.1% | -12.3% | +6.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling