+2.0%
RDW vs AMCR
-2.1%
+4.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.6% |
| 7D | +0.9% | -6.3% | +7.1% | +3.8% |
| 30D | -21.3% | -7.8% | -13.5% | -18.5% |
| 3M | -37.9% | +7.5% | -45.4% | -40.7% |
| 6M | +12.3% | +2.7% | +9.6% | +9.2% |
| YTD | +39.7% | +6.0% | +33.7% | +32.2% |
| 1Y | +25.7% | +7.8% | +17.9% | +17.1% |
| 3Y | +230.8% | +5.8% | +225.1% | +203.5% |
| 5Y | -8.8% | -11.6% | +2.9% | -8.8% |
| All | +2.0% | -2.1% | +4.1% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling