+579.1%
AU vs RVMD
+537.4%
+41.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.4% |
| YTD | +26.8% | +155.8% | -129.0% | +15.6% |
| 1Y | +66.7% | +340.7% | -274.0% | +43.0% |
| 3Y | +579.1% | +519.9% | +59.1% | +445.5% |
| All | +579.1% | +537.4% | +41.7% | +445.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling