+11.9%
ACN vs RVMD
+244.4%
-232.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.0% | +3.7% |
| 7D | +8.6% | +5.8% | +2.8% | +8.4% |
| 30D | +36.6% | -3.8% | +40.4% | +36.8% |
| 3M | +56.3% | +3.2% | +53.1% | +55.9% |
| 6M | +49.7% | +35.0% | +14.7% | +45.9% |
| YTD | +1.3% | +150.7% | -149.4% | -4.2% |
| 1Y | +11.9% | +241.0% | -229.0% | +16.5% |
| All | +11.9% | +244.4% | -232.4% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling