+535.5%
AU vs RVMD
+620.8%
-85.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -4.1% |
| 7D | -7.0% | -3.6% | -3.4% | -6.7% |
| 30D | +7.3% | -1.1% | +8.4% | +7.4% |
| 3M | +33.2% | +41.0% | -7.8% | +29.5% |
| 6M | -0.6% | +105.7% | -106.3% | -6.9% |
| YTD | +26.2% | +155.3% | -129.1% | +15.2% |
| 1Y | +68.3% | +402.7% | -334.5% | +44.5% |
| 3Y | +592.1% | +533.1% | +59.0% | +467.0% |
| 5Y | +685.3% | +583.5% | +101.7% | +515.6% |
| All | +535.5% | +620.8% | -85.3% | +380.7% |
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