+582.3%
RVMD vs ACGL
+161.8%
+420.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +1.0% | -0.7% | +1.8% | +1.3% |
| 30D | +6.4% | -1.0% | +7.4% | +6.7% |
| 3M | +34.9% | +11.0% | +23.8% | +29.1% |
| 6M | +107.6% | -0.3% | +107.9% | +106.7% |
| YTD | +163.7% | +2.3% | +161.4% | +159.7% |
| 1Y | +439.2% | +6.4% | +432.8% | +422.4% |
| 3Y | +499.2% | +34.0% | +465.2% | +410.9% |
| All | +582.3% | +161.8% | +420.6% | +316.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling