+538.8%
AU vs RVMD
+622.3%
-83.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.3% | -3.0% | -1.3% | -4.0% |
| 30D | +7.3% | -0.7% | +8.0% | +7.4% |
| 3M | +26.3% | +36.5% | -10.2% | +23.1% |
| 6M | +1.8% | +104.6% | -102.8% | -4.6% |
| YTD | +26.8% | +155.8% | -129.0% | +15.8% |
| 1Y | +66.7% | +340.7% | -274.0% | +44.9% |
| 3Y | +579.1% | +519.9% | +59.1% | +457.2% |
| 5Y | +689.3% | +584.9% | +104.4% | +518.7% |
| All | +538.8% | +622.3% | -83.5% | +383.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling