+394.7%
RVMD vs ABCL
-81.9%
+476.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.0% |
| 7D | -0.7% | -2.7% | +2.0% | -0.1% |
| 30D | +0.3% | +18.3% | -18.0% | -4.7% |
| 3M | +38.9% | +108.5% | -69.6% | +11.1% |
| 6M | +108.1% | +213.9% | -105.8% | +47.6% |
| YTD | +160.7% | +223.1% | -62.4% | +81.2% |
| 1Y | +407.3% | +160.6% | +246.7% | +264.0% |
| 3Y | +546.6% | +104.3% | +442.3% | +354.2% |
| 5Y | +579.8% | -40.0% | +619.8% | +480.3% |
| All | +394.7% | -81.9% | +476.6% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling