+230.8%
RDW vs AME
+59.6%
+171.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -6.3% |
| 7D | +0.9% | +1.7% | -0.9% | -1.5% |
| 30D | -21.3% | -6.4% | -14.8% | -14.7% |
| 3M | -37.9% | +7.1% | -44.9% | -42.8% |
| 6M | +12.3% | +8.2% | +4.1% | +0.9% |
| YTD | +39.7% | +18.2% | +21.6% | +13.4% |
| 1Y | +25.7% | +26.7% | -1.1% | -6.8% |
| 3Y | +230.8% | +60.7% | +170.1% | +121.2% |
| All | +230.8% | +59.6% | +171.2% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling