+167.9%
RVMD vs ACGL
+20.5%
+147.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -0.7% | -1.2% | +0.5% | -0.7% |
| 30D | -6.4% | +12.8% | -19.2% | -7.5% |
| 3M | -14.1% | +12.3% | -26.4% | -15.0% |
| 6M | +21.0% | +15.8% | +5.2% | +17.6% |
| YTD | +121.4% | +13.9% | +107.5% | +118.4% |
| 1Y | +167.9% | +19.0% | +148.9% | +166.4% |
| All | +167.9% | +20.5% | +147.4% | +166.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling