+57.4%
AA vs RVMD
+396.9%
-339.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.6% |
| 7D | -5.4% | -3.6% | -1.8% | -5.1% |
| 30D | -10.7% | -1.1% | -9.6% | -10.6% |
| 3M | -26.2% | +41.0% | -67.2% | -28.1% |
| 6M | -20.9% | +105.7% | -126.6% | -25.8% |
| YTD | -8.6% | +155.3% | -163.9% | -15.2% |
| 1Y | +57.4% | +402.7% | -345.3% | +23.3% |
| All | +57.4% | +396.9% | -339.6% | +23.3% |
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