+26.9%
RMD vs AS
+133.7%
-106.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -5.3% | +7.1% | -12.5% | -6.1% |
| 30D | +8.4% | +12.8% | -4.4% | +6.8% |
| 3M | +7.1% | -14.7% | +21.9% | +9.0% |
| 6M | +15.8% | -9.9% | +25.7% | +16.9% |
| YTD | +0.2% | -16.1% | +16.3% | +1.7% |
| 1Y | -1.4% | +0.2% | -1.5% | -1.9% |
| All | +26.9% | +133.7% | -106.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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