+12.4%
AA vs RVMD
+591.3%
-579.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | -1.6% | +0.3% | -1.9% | -1.7% |
| 3M | -29.8% | +38.9% | -68.7% | -33.9% |
| 6M | -16.6% | +108.1% | -124.7% | -28.4% |
| YTD | -4.0% | +160.7% | -164.8% | -22.1% |
| 1Y | +63.5% | +407.3% | -343.8% | +15.5% |
| 3Y | +86.8% | +546.6% | -459.8% | +21.6% |
| 5Y | +12.4% | +579.8% | -567.4% | -33.5% |
| All | +12.4% | +591.3% | -579.0% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling