+3,525.2%
ALM vs RVTY
+400.1%
+3,125.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -7.2% | -0.7% | -6.4% | -7.0% |
| 30D | -26.4% | +1.7% | -28.1% | -26.4% |
| 3M | -38.6% | +36.8% | -75.4% | -40.4% |
| 6M | -61.0% | +60.1% | -121.1% | -62.7% |
| YTD | -7.4% | +64.0% | -71.3% | -11.8% |
| 1Y | +14.0% | +68.2% | -54.2% | +8.3% |
| 3Y | +844.4% | +88.8% | +755.7% | +789.9% |
| 5Y | +410.8% | -10.5% | +421.3% | +391.6% |
| 10Y | +2,084.7% | +219.7% | +1,865.0% | +1,999.1% |
| All | +3,525.2% | +400.1% | +3,125.1% | +5,329.0% |
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