-6.1%
RDW vs AME
+89.9%
-96.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -5.9% |
| 7D | +0.9% | +1.7% | -0.9% | -1.3% |
| 30D | -21.3% | -6.4% | -14.8% | -15.3% |
| 3M | -37.9% | +7.1% | -44.9% | -42.4% |
| 6M | +12.3% | +8.2% | +4.1% | +2.1% |
| YTD | +39.7% | +18.2% | +21.6% | +16.1% |
| 1Y | +25.7% | +26.7% | -1.1% | -3.8% |
| 3Y | +230.8% | +60.7% | +170.1% | +106.0% |
| All | -6.1% | +89.9% | -96.0% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling