+125.0%
AA vs RMD
+37,769.3%
-37,644.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | +1.2% | +3.1% | -1.9% | +0.5% |
| 30D | -5.0% | +1.8% | -6.8% | -5.6% |
| 3M | -22.2% | +6.7% | -28.9% | -23.6% |
| 6M | -36.3% | +13.9% | -50.2% | -38.9% |
| YTD | -24.2% | -2.0% | -22.2% | -24.8% |
| 1Y | +3.9% | -5.4% | +9.3% | +3.8% |
| 3Y | +67.6% | +67.4% | +0.2% | +44.5% |
| 5Y | -8.8% | -5.7% | -3.1% | -10.9% |
| 10Y | +45.0% | +338.4% | -293.4% | +1.4% |
| All | +125.0% | +37,769.3% | -37,644.4% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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