+199.0%
AMD vs RVMD
+469.5%
-270.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +8.2% | +2.8% | +9.2% |
| 7D | -11.0% | +0.5% | -11.6% | -10.7% |
| 30D | -30.5% | -4.3% | -26.2% | -29.6% |
| 3M | -8.2% | -2.8% | -5.4% | -7.6% |
| 6M | +6.6% | +27.3% | -20.7% | +1.7% |
| YTD | +109.7% | +141.4% | -31.7% | +69.2% |
| 1Y | +88.9% | +213.3% | -124.4% | +43.3% |
| 3Y | +301.8% | +792.7% | -490.8% | +131.0% |
| All | +199.0% | +469.5% | -270.5% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling