+46.2%
ADP vs RVMD
+802.0%
-755.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.2% |
| 30D | +11.6% | -6.4% | +18.0% | +11.7% |
| 3M | +15.1% | -14.1% | +29.1% | +15.6% |
| 6M | +46.0% | +21.0% | +25.0% | +43.6% |
| YTD | +22.4% | +121.4% | -99.0% | +13.6% |
| 1Y | +24.5% | +167.9% | -143.4% | +13.5% |
| All | +46.2% | +802.0% | -755.9% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling