-6.8%
AA vs RVTY
-6.1%
-0.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.1% | +4.1% |
| 7D | +4.8% | +6.0% | -1.2% | +1.9% |
| 30D | -0.6% | +4.3% | -4.9% | -2.9% |
| 3M | -16.3% | +40.2% | -56.5% | -29.4% |
| 6M | -33.4% | +59.3% | -92.7% | -47.8% |
| YTD | -20.7% | +66.5% | -87.2% | -40.3% |
| 1Y | +12.9% | +77.5% | -64.5% | -18.0% |
| 3Y | +75.7% | +92.5% | -16.8% | +19.7% |
| 5Y | -6.8% | -6.8% | 0.0% | -11.3% |
| All | -6.8% | -6.1% | -0.7% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling