+4.4%
RDW vs AME
+99.6%
-95.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +2.5% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | -19.5% | -8.6% | -10.9% | -11.5% |
| 3M | -26.9% | +5.8% | -32.7% | -30.6% |
| 6M | +17.8% | +3.8% | +13.9% | +12.9% |
| YTD | +43.0% | +14.4% | +28.6% | +25.0% |
| 1Y | +32.1% | +25.8% | +6.3% | +4.3% |
| 3Y | +250.6% | +55.2% | +195.5% | +137.3% |
| 5Y | -6.6% | +85.5% | -92.1% | -45.3% |
| All | +4.4% | +99.6% | -95.2% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling