+584.7%
RVMD vs ABCL
-39.9%
+624.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | +1.1% | +65.1% | -64.0% | -14.4% |
| 3M | +39.6% | +111.1% | -71.5% | +8.8% |
| 6M | +110.7% | +231.6% | -120.9% | +41.5% |
| YTD | +160.3% | +234.5% | -74.2% | +71.8% |
| 1Y | +404.9% | +174.3% | +230.6% | +243.2% |
| 3Y | +545.5% | +111.5% | +434.0% | +331.9% |
| 5Y | +584.7% | -37.3% | +622.0% | +460.5% |
| All | +584.7% | -39.9% | +624.6% | +460.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling