+1,040.6%
ALM vs RVTY
-32.1%
+1,072.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.2% |
| 7D | +8.4% | +0.4% | +8.0% | +8.3% |
| 30D | +34.8% | +10.8% | +24.0% | +32.7% |
| 3M | +16.2% | +26.8% | -10.5% | +11.7% |
| 6M | +2.1% | +39.3% | -37.2% | -3.1% |
| YTD | +117.0% | +31.6% | +85.4% | +106.6% |
| 1Y | +313.9% | +47.7% | +266.2% | +288.0% |
| 3Y | +2,327.9% | +19.9% | +2,308.0% | +2,200.3% |
| 5Y | +1,040.6% | -32.3% | +1,073.0% | +1,012.8% |
| All | +1,040.6% | -32.1% | +1,072.8% | +1,012.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling