+7,705.7%
ALM vs RVTY
+311.4%
+7,394.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.6% | +1.1% | -3.7% | -2.7% |
| 30D | +32.0% | +13.2% | +18.8% | +30.5% |
| 3M | -15.0% | +27.2% | -42.3% | -16.9% |
| 6M | -10.1% | +32.4% | -42.5% | -12.6% |
| YTD | +99.4% | +34.9% | +64.6% | +93.4% |
| 1Y | +316.4% | +52.4% | +264.0% | +300.2% |
| 3Y | +2,022.0% | +12.3% | +2,009.7% | +1,960.4% |
| 5Y | +941.2% | -30.8% | +972.0% | +921.4% |
| 10Y | +2,950.3% | +150.7% | +2,799.7% | +2,869.5% |
| All | +7,705.7% | +311.4% | +7,394.4% | +11,804.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling