+157.4%
AFL vs RVMD
+634.9%
-477.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | -7.1% | +1.1% | -8.2% | -7.3% |
| 3M | +0.4% | +39.6% | -39.2% | -3.1% |
| 6M | +4.5% | +110.7% | -106.2% | -4.5% |
| YTD | +6.1% | +160.3% | -154.2% | -6.3% |
| 1Y | +10.6% | +404.9% | -394.4% | -10.2% |
| 3Y | +64.0% | +545.5% | -481.4% | +24.4% |
| 5Y | +133.7% | +584.7% | -450.9% | +66.2% |
| All | +157.4% | +634.9% | -477.5% | +47.0% |
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