+337.5%
AMD vs RVMD
+627.7%
-290.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +2.6% | +1.0% | +1.5% | +2.3% |
| 30D | -0.9% | +6.4% | -7.4% | -2.3% |
| 3M | -8.7% | +34.9% | -43.6% | -14.1% |
| 6M | +136.3% | +107.6% | +28.8% | +100.3% |
| YTD | +123.0% | +163.7% | -40.7% | +76.6% |
| 1Y | +195.2% | +439.2% | -244.0% | +96.7% |
| 3Y | +336.3% | +499.2% | -162.9% | +169.2% |
| All | +337.5% | +627.7% | -290.2% | +127.0% |
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