+16.0%
AA vs RVMD
+244.4%
-228.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | -0.1% | +2.6% |
| 7D | +0.9% | +5.8% | -4.9% | +0.5% |
| 30D | -6.4% | -3.8% | -2.6% | -6.2% |
| 3M | -13.0% | +3.2% | -16.2% | -13.2% |
| 6M | -34.6% | +35.0% | -69.7% | -35.9% |
| YTD | -23.0% | +150.7% | -173.8% | -25.5% |
| 1Y | +16.0% | +241.0% | -225.0% | -10.2% |
| All | +16.0% | +244.4% | -228.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling