+2.1%
AGG vs RVMD
+622.3%
-620.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | -3.0% | +1.9% | -1.0% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -1.9% | +36.5% | -38.5% | -2.3% |
| 6M | -1.7% | +104.6% | -106.3% | -2.6% |
| YTD | -1.3% | +155.8% | -157.1% | -2.6% |
| 1Y | -0.7% | +340.7% | -341.4% | -2.7% |
| 3Y | +12.5% | +519.9% | -507.5% | +9.3% |
| 5Y | -2.5% | +584.9% | -587.4% | -5.8% |
| All | +2.1% | +622.3% | -620.2% | -1.4% |
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