+626.7%
RVMD vs ACGL
+119.5%
+507.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +1.0% | -0.7% | +1.8% | +1.3% |
| 30D | +6.4% | -1.0% | +7.4% | +6.8% |
| 3M | +34.9% | +11.0% | +23.8% | +28.3% |
| 6M | +107.6% | -0.3% | +107.9% | +106.6% |
| YTD | +163.7% | +2.3% | +161.4% | +159.1% |
| 1Y | +439.2% | +6.4% | +432.8% | +419.6% |
| 3Y | +499.2% | +34.0% | +465.2% | +406.8% |
| 5Y | +621.7% | +161.6% | +460.1% | +334.0% |
| All | +626.7% | +119.5% | +507.2% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling