+233.9%
AA vs RVMD
+644.5%
-410.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.7% | +1.0% | -1.7% | -0.9% |
| 30D | +5.0% | +6.4% | -1.5% | +3.6% |
| 3M | -35.8% | +34.9% | -70.7% | -39.7% |
| 6M | -18.4% | +107.6% | -125.9% | -31.5% |
| YTD | -5.5% | +163.7% | -169.2% | -25.8% |
| 1Y | +61.0% | +439.2% | -378.2% | +7.3% |
| 3Y | +66.2% | +499.2% | -433.0% | +3.4% |
| 5Y | +11.4% | +621.7% | -610.3% | -38.7% |
| All | +233.9% | +644.5% | -410.6% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling