+131.1%
ADI vs RVMD
+560.0%
-428.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.7% |
| 7D | +1.3% | -3.6% | +4.9% | +1.9% |
| 30D | -6.0% | -1.1% | -4.9% | -5.8% |
| 3M | -7.7% | +41.0% | -48.8% | -12.4% |
| 6M | +14.0% | +105.7% | -91.7% | +0.4% |
| YTD | +34.4% | +155.3% | -120.9% | +12.9% |
| 1Y | +48.0% | +402.7% | -354.8% | +10.0% |
| 3Y | +113.3% | +533.1% | -419.8% | +47.6% |
| 5Y | +131.1% | +583.5% | -452.4% | +45.7% |
| All | +131.1% | +560.0% | -428.9% | +45.7% |
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