+137.8%
AS vs RVTY
+47.7%
+90.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +4.5% | -2.7% | +7.2% | +5.3% |
| 30D | +13.2% | +3.2% | +10.0% | +11.7% |
| 3M | -11.9% | +37.2% | -49.1% | -21.6% |
| 6M | -11.6% | +57.7% | -69.3% | -25.9% |
| YTD | -14.7% | +64.8% | -79.5% | -30.4% |
| 1Y | +5.7% | +72.8% | -67.1% | -15.4% |
| All | +137.8% | +47.7% | +90.1% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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