+94.8%
AUR vs RVMD
+537.4%
-442.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.4% | -3.0% | +4.4% | +2.4% |
| 30D | -6.4% | -0.7% | -5.7% | -6.5% |
| 3M | +7.7% | +36.5% | -28.8% | -3.3% |
| 6M | +44.5% | +104.6% | -60.1% | +11.5% |
| YTD | +67.4% | +155.8% | -88.4% | +16.9% |
| 1Y | +15.4% | +340.7% | -325.2% | -34.9% |
| 3Y | +94.8% | +519.9% | -425.1% | -14.4% |
| All | +94.8% | +537.4% | -442.5% | -14.4% |
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