-45.1%
ALB vs RVMD
+591.3%
-636.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -8.6% | -0.7% | -7.9% | -8.5% |
| 30D | -4.0% | +0.3% | -4.4% | -4.2% |
| 3M | -17.4% | +38.9% | -56.3% | -22.8% |
| 6M | -25.4% | +108.1% | -133.5% | -36.9% |
| YTD | -10.5% | +160.7% | -171.3% | -28.7% |
| 1Y | +75.8% | +407.3% | -331.5% | +20.9% |
| 3Y | -28.5% | +546.6% | -575.1% | -55.7% |
| 5Y | -45.1% | +579.8% | -624.9% | -69.7% |
| All | -45.1% | +591.3% | -636.4% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling