+559.4%
RVMD vs ACI
+21.8%
+537.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.3% |
| 7D | -1.2% | -2.6% | +1.4% | -1.2% |
| 30D | +1.1% | +1.1% | 0.0% | +1.0% |
| 3M | +39.6% | -23.6% | +63.3% | +40.3% |
| 6M | +110.7% | -29.9% | +140.6% | +112.4% |
| YTD | +160.3% | -26.9% | +187.1% | +161.2% |
| 1Y | +404.9% | -34.2% | +439.2% | +412.1% |
| 3Y | +545.5% | -43.6% | +589.1% | +561.7% |
| 5Y | +584.7% | -42.4% | +627.1% | +590.2% |
| All | +559.4% | +21.8% | +537.6% | +495.1% |
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