+775.8%
AMD vs RVMD
+644.5%
+131.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +2.6% | +1.0% | +1.5% | +2.4% |
| 30D | -0.9% | +6.4% | -7.4% | -2.2% |
| 3M | -8.7% | +34.9% | -43.6% | -13.6% |
| 6M | +136.3% | +107.6% | +28.8% | +102.8% |
| YTD | +123.0% | +163.7% | -40.7% | +80.1% |
| 1Y | +195.2% | +439.2% | -244.0% | +105.0% |
| 3Y | +336.3% | +499.2% | -162.9% | +182.7% |
| 5Y | +334.5% | +621.7% | -287.2% | +147.7% |
| All | +775.8% | +644.5% | +131.3% | +376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling