+87.8%
APA vs RVMD
+620.8%
-533.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +0.8% | -3.6% | +4.4% | +1.5% |
| 30D | +9.6% | -1.1% | +10.7% | +9.8% |
| 3M | +18.0% | +41.0% | -23.0% | +10.3% |
| 6M | +41.9% | +105.7% | -63.8% | +20.7% |
| YTD | +86.3% | +155.3% | -69.0% | +49.2% |
| 1Y | +97.9% | +402.7% | -304.9% | +35.8% |
| 3Y | +12.8% | +533.1% | -520.3% | -30.7% |
| 5Y | +177.2% | +583.5% | -406.3% | +51.1% |
| All | +87.8% | +620.8% | -533.1% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling