+3.0%
AS vs RVTY
+70.8%
-67.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -3.0% | -0.7% | -2.3% | -2.9% |
| 30D | +9.6% | +1.7% | +7.8% | +8.8% |
| 3M | -8.2% | +36.8% | -45.0% | -16.6% |
| 6M | -9.9% | +60.1% | -70.0% | -23.7% |
| YTD | -16.8% | +64.0% | -80.8% | -30.7% |
| 1Y | +3.0% | +68.2% | -65.2% | -14.1% |
| All | +3.0% | +70.8% | -67.8% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling