-35.1%
AUR vs RVMD
+576.1%
-611.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.4% | -3.0% | +4.4% | +2.5% |
| 30D | -6.4% | -0.7% | -5.7% | -6.5% |
| 3M | +7.7% | +36.5% | -28.8% | -4.5% |
| 6M | +44.5% | +104.6% | -60.1% | +7.5% |
| YTD | +67.4% | +155.8% | -88.4% | +11.7% |
| 1Y | +15.4% | +340.7% | -325.2% | -38.4% |
| 3Y | +94.8% | +519.9% | -425.1% | -14.4% |
| All | -35.1% | +576.1% | -611.2% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling