+340.7%
RVMD vs ACM
-48.8%
+389.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -3.0% | -4.6% | +1.6% | -2.4% |
| 30D | -0.7% | +4.1% | -4.8% | -1.6% |
| 3M | +36.5% | -8.3% | +44.8% | +37.6% |
| 6M | +104.6% | -30.1% | +134.7% | +118.3% |
| YTD | +155.8% | -32.6% | +188.4% | +172.4% |
| 1Y | +340.7% | -49.6% | +390.3% | +378.8% |
| All | +340.7% | -48.8% | +389.5% | +378.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling