+45.4%
ALB vs RVMD
+622.3%
-576.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -6.6% | -3.0% | -3.6% | -6.1% |
| 30D | -8.1% | -0.7% | -7.4% | -8.1% |
| 3M | -25.7% | +36.5% | -62.2% | -30.5% |
| 6M | -29.5% | +104.6% | -134.1% | -40.4% |
| YTD | -16.2% | +155.8% | -172.0% | -33.3% |
| 1Y | +59.2% | +340.7% | -281.4% | +12.4% |
| 3Y | -33.7% | +519.9% | -553.7% | -58.8% |
| 5Y | -48.1% | +584.9% | -633.1% | -70.9% |
| All | +45.4% | +622.3% | -576.9% | -24.0% |
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 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