+496.2%
RVMD vs ACGL
+145.3%
+350.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -10.4% | +2.2% | -12.6% | -11.2% |
| 30D | -11.0% | +12.3% | -23.3% | -15.3% |
| 3M | -14.7% | +11.8% | -26.5% | -18.9% |
| 6M | +14.9% | +17.5% | -2.6% | +6.4% |
| YTD | +116.3% | +14.3% | +102.0% | +102.3% |
| 1Y | +167.6% | +18.2% | +149.4% | +146.6% |
| 3Y | +776.8% | +33.2% | +743.6% | +642.8% |
| 5Y | +424.8% | +174.3% | +250.5% | +210.1% |
| All | +496.2% | +145.3% | +350.9% | +293.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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