+122.5%
AA vs RMD
+37,961.9%
-37,839.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.3% |
| 7D | +0.9% | +2.3% | -1.4% | +0.3% |
| 30D | -6.7% | +4.1% | -10.8% | -7.7% |
| 3M | -16.3% | +5.7% | -22.0% | -17.7% |
| 6M | -37.1% | +12.9% | -50.0% | -39.5% |
| YTD | -25.0% | -1.5% | -23.5% | -25.8% |
| 1Y | +8.6% | -4.8% | +13.3% | +8.3% |
| 3Y | +57.2% | +57.5% | -0.3% | +37.5% |
| 5Y | -13.0% | -5.5% | -7.5% | -15.0% |
| 10Y | +65.5% | +357.8% | -292.2% | +14.9% |
| All | +122.5% | +37,961.9% | -37,839.3% | +10.2% |
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