+460.9%
RVMD vs ACI
+33.9%
+427.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | -0.7% | -0.5% | -0.3% | -0.7% |
| 30D | -6.4% | +4.9% | -11.3% | -6.4% |
| 3M | -14.1% | +11.1% | -25.2% | -14.1% |
| 6M | +21.0% | -14.9% | +35.9% | +21.4% |
| YTD | +121.4% | -19.6% | +141.0% | +122.1% |
| 1Y | +167.9% | -22.7% | +190.6% | +169.8% |
| 3Y | +794.7% | -31.2% | +826.0% | +808.0% |
| 5Y | +437.2% | -42.3% | +479.5% | +445.0% |
| All | +460.9% | +33.9% | +427.1% | +406.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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