+1,872.1%
ALM vs RVTY
+206.5%
+1,665.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.8% |
| 7D | -6.7% | -1.2% | -5.5% | -6.5% |
| 30D | -32.9% | +1.0% | -33.9% | -32.9% |
| 3M | -39.5% | +35.8% | -75.3% | -41.9% |
| 6M | -62.0% | +56.7% | -118.7% | -64.2% |
| YTD | -7.8% | +60.7% | -68.5% | -13.7% |
| 1Y | +26.7% | +73.7% | -47.0% | +17.6% |
| 3Y | +825.4% | +82.8% | +742.6% | +748.9% |
| 5Y | +401.2% | -7.0% | +408.3% | +381.0% |
| All | +1,872.1% | +206.5% | +1,665.5% | +1,403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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