+605.1%
RVMD vs ACM
+39.6%
+565.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -3.0% | -4.6% | +1.6% | -0.6% |
| 30D | -0.7% | +4.1% | -4.8% | -3.5% |
| 3M | +36.5% | -8.3% | +44.8% | +39.9% |
| 6M | +104.6% | -30.1% | +134.7% | +142.8% |
| YTD | +155.8% | -32.6% | +188.4% | +205.4% |
| 1Y | +340.7% | -49.6% | +390.3% | +517.5% |
| 3Y | +519.9% | -23.0% | +543.0% | +565.6% |
| 5Y | +584.9% | +2.0% | +583.0% | +525.7% |
| All | +605.1% | +39.6% | +565.5% | +404.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling