+118.7%
AG vs RVMD
+634.9%
-516.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | +4.5% | -1.2% | +5.7% | +4.7% |
| 30D | +12.9% | +1.1% | +11.8% | +12.6% |
| 3M | +20.9% | +39.6% | -18.7% | +14.2% |
| 6M | -19.5% | +110.7% | -130.2% | -30.2% |
| YTD | +24.8% | +160.3% | -135.5% | +2.8% |
| 1Y | +120.2% | +404.9% | -284.7% | +59.8% |
| 3Y | +279.0% | +545.5% | -266.4% | +149.3% |
| 5Y | +67.9% | +584.7% | -516.8% | +1.5% |
| All | +118.7% | +634.9% | -516.3% | +20.3% |
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 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