+12.3%
RDW vs AMCR
+2.9%
+9.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.7% |
| 7D | +0.9% | -6.3% | +7.1% | +3.4% |
| 30D | -21.3% | -7.8% | -13.5% | -18.8% |
| 3M | -37.9% | +7.5% | -45.4% | -41.6% |
| 6M | +12.3% | +2.7% | +9.6% | +6.0% |
| All | +12.3% | +2.9% | +9.4% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling