-43.5%
ACN vs RVMD
+560.0%
-603.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | -7.9% | -3.6% | -4.3% | -7.5% |
| 30D | -1.1% | -1.1% | 0.0% | -1.0% |
| 3M | +5.6% | +41.0% | -35.4% | +1.1% |
| 6M | -9.9% | +105.7% | -115.6% | -18.3% |
| YTD | -32.3% | +155.3% | -187.6% | -40.6% |
| 1Y | -25.3% | +402.7% | -428.0% | -40.0% |
| 3Y | -42.3% | +533.1% | -575.4% | -56.3% |
| 5Y | -43.5% | +583.5% | -627.0% | -60.9% |
| All | -43.5% | +560.0% | -603.5% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling