+243.3%
ADI vs RVMD
+634.9%
-391.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.5% |
| 7D | +2.4% | -1.2% | +3.7% | +2.6% |
| 30D | -6.6% | +1.1% | -7.6% | -6.8% |
| 3M | -9.8% | +39.6% | -49.4% | -14.7% |
| 6M | +15.7% | +110.7% | -95.0% | +0.3% |
| YTD | +35.1% | +160.3% | -125.2% | +11.5% |
| 1Y | +47.7% | +404.9% | -357.2% | +7.6% |
| 3Y | +114.5% | +545.5% | -431.0% | +43.7% |
| 5Y | +141.2% | +584.7% | -443.4% | +48.9% |
| All | +243.3% | +634.9% | -391.6% | +73.7% |
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 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