+67.1%
ADM vs RVMD
+591.3%
-524.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | +8.2% | +0.3% | +7.9% | +8.2% |
| 3M | +8.7% | +38.9% | -30.2% | +7.5% |
| 6M | +29.1% | +108.1% | -79.0% | +25.6% |
| YTD | +53.7% | +160.7% | -107.1% | +48.1% |
| 1Y | +43.2% | +407.3% | -364.0% | +34.2% |
| 3Y | +21.4% | +546.6% | -525.2% | +11.4% |
| 5Y | +67.1% | +579.8% | -512.7% | +48.5% |
| All | +67.1% | +591.3% | -524.2% | +48.5% |
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 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