+214.4%
AA vs RVTY
+2,976.2%
-2,761.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | +1.2% | -2.7% | +3.9% | +2.3% |
| 30D | -5.0% | +3.2% | -8.3% | -6.4% |
| 3M | -22.2% | +37.2% | -59.4% | -31.2% |
| 6M | -36.3% | +57.7% | -94.0% | -46.8% |
| YTD | -24.2% | +64.8% | -89.0% | -38.3% |
| 1Y | +3.9% | +72.8% | -69.0% | -17.1% |
| 3Y | +67.6% | +89.8% | -22.2% | +28.8% |
| 5Y | -8.8% | -8.4% | -0.4% | -11.1% |
| 10Y | +45.0% | +219.5% | -174.5% | -7.9% |
| All | +214.4% | +2,976.2% | -2,761.8% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling