+175.6%
APA vs RVMD
+591.3%
-415.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +0.3% | -0.7% | +1.1% | +0.4% |
| 30D | +9.3% | +0.3% | +9.0% | +9.2% |
| 3M | +23.3% | +38.9% | -15.5% | +19.1% |
| 6M | +39.5% | +108.1% | -68.6% | +27.6% |
| YTD | +87.6% | +160.7% | -73.1% | +65.8% |
| 1Y | +114.2% | +407.3% | -293.0% | +73.2% |
| 3Y | +13.6% | +546.6% | -533.0% | -13.6% |
| 5Y | +175.6% | +579.8% | -404.2% | +111.4% |
| All | +175.6% | +591.3% | -415.8% | +111.4% |
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