+56.2%
AG vs RVMD
+576.1%
-519.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -6.7% | -3.0% | -3.7% | -6.2% |
| 30D | +2.2% | -0.7% | +2.9% | +2.3% |
| 3M | +15.7% | +36.5% | -20.9% | +9.6% |
| 6M | -23.8% | +104.6% | -128.4% | -33.6% |
| YTD | +17.6% | +155.8% | -138.2% | -3.1% |
| 1Y | +88.6% | +340.7% | -252.1% | +38.9% |
| 3Y | +253.4% | +519.9% | -266.5% | +129.7% |
| All | +56.2% | +576.1% | -519.9% | -8.2% |
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