+33.9%
APD vs RVMD
+622.3%
-588.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.3% | -3.0% | -0.3% | -3.0% |
| 30D | -4.2% | -0.7% | -3.4% | -4.2% |
| 3M | +5.4% | +36.5% | -31.1% | +2.5% |
| 6M | +6.3% | +104.6% | -98.3% | -1.2% |
| YTD | +20.3% | +155.8% | -135.5% | +8.9% |
| 1Y | +1.6% | +340.7% | -339.1% | -13.0% |
| 3Y | +4.0% | +519.9% | -515.9% | -16.0% |
| 5Y | +23.3% | +584.9% | -561.6% | -5.6% |
| All | +33.9% | +622.3% | -588.4% | -6.2% |
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