+75.7%
AA vs RVTY
+90.0%
-14.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.1% | +4.2% |
| 7D | +4.8% | +6.0% | -1.2% | +2.0% |
| 30D | -0.6% | +4.3% | -4.9% | -2.8% |
| 3M | -16.3% | +40.2% | -56.5% | -29.2% |
| 6M | -33.4% | +59.3% | -92.7% | -47.7% |
| YTD | -20.7% | +66.5% | -87.2% | -40.4% |
| 1Y | +12.9% | +77.5% | -64.5% | -18.5% |
| 3Y | +75.7% | +92.5% | -16.8% | +0.5% |
| All | +75.7% | +90.0% | -14.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling