+35.1%
APD vs RVMD
+244.4%
-209.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.9% |
| 7D | +3.8% | +5.8% | -2.0% | +3.8% |
| 30D | +14.1% | -3.8% | +17.9% | +14.1% |
| 3M | +8.2% | +3.2% | +5.0% | +8.2% |
| 6M | +7.5% | +35.0% | -27.5% | +7.2% |
| YTD | +31.7% | +150.7% | -119.1% | +28.3% |
| 1Y | +35.1% | +241.0% | -205.9% | +24.6% |
| All | +35.1% | +244.4% | -209.3% | +24.6% |
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