+101.8%
APA vs RVMD
+162.9%
-61.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.6% |
| 7D | +8.5% | -10.4% | +18.9% | +8.4% |
| 30D | +2.8% | -11.0% | +13.7% | +2.7% |
| 3M | +21.7% | -14.7% | +36.4% | +21.6% |
| 6M | +32.6% | +14.9% | +17.7% | +32.9% |
| YTD | +103.7% | +116.3% | -12.6% | +105.2% |
| 1Y | +101.8% | +167.6% | -65.8% | +91.0% |
| All | +101.8% | +162.9% | -61.1% | +91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling