+61.5%
ALB vs RVMD
+430.6%
-369.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | -8.1% | +1.0% | -9.1% | -8.2% |
| 30D | +6.3% | +6.4% | -0.2% | +5.5% |
| 3M | -23.6% | +34.9% | -58.5% | -26.1% |
| 6M | -24.6% | +107.6% | -132.2% | -31.6% |
| YTD | -10.3% | +163.7% | -173.9% | -19.4% |
| 1Y | +61.5% | +439.2% | -377.7% | +49.0% |
| All | +61.5% | +430.6% | -369.2% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling