-6.5%
ACN vs RVMD
+634.9%
-641.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | -4.8% | -1.2% | -3.6% | -4.7% |
| 30D | +1.9% | +1.1% | +0.8% | +1.7% |
| 3M | +3.9% | +39.6% | -35.7% | -0.5% |
| 6M | -15.0% | +110.7% | -125.7% | -23.2% |
| YTD | -31.9% | +160.3% | -192.2% | -40.5% |
| 1Y | -28.5% | +404.9% | -433.4% | -42.6% |
| 3Y | -41.9% | +545.5% | -587.4% | -56.2% |
| 5Y | -42.9% | +584.7% | -627.5% | -59.7% |
| All | -6.5% | +634.9% | -641.4% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling