+15.7%
ALB vs RVMD
+510.7%
-495.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | -5.8% | -10.4% | +4.6% | -3.8% |
| 30D | -4.5% | -11.0% | +6.4% | -2.8% |
| 3M | -28.1% | -14.7% | -13.4% | -26.3% |
| 6M | -53.2% | +14.9% | -68.1% | -55.0% |
| YTD | -33.3% | +116.3% | -149.6% | -45.5% |
| 1Y | -17.4% | +167.6% | -185.0% | -35.5% |
| 3Y | -14.1% | +776.8% | -790.9% | -49.2% |
| 5Y | -64.0% | +424.8% | -488.8% | -78.8% |
| All | +15.7% | +510.7% | -495.0% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling