-53.2%
ALB vs RVMD
+17.3%
-70.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | -5.8% | -10.4% | +4.6% | -4.8% |
| 30D | -4.5% | -11.0% | +6.4% | -4.0% |
| 3M | -28.1% | -14.7% | -13.4% | -27.6% |
| 6M | -53.2% | +14.9% | -68.1% | -57.5% |
| All | -53.2% | +17.3% | -70.5% | -57.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling