+545.5%
RVMD vs ACM
-19.8%
+565.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +1.1% | -12.9% | +14.0% | +6.0% |
| 3M | +39.6% | -6.4% | +46.0% | +41.3% |
| 6M | +110.7% | -29.2% | +139.9% | +141.7% |
| YTD | +160.3% | -29.9% | +190.2% | +195.3% |
| 1Y | +404.9% | -47.3% | +452.2% | +563.3% |
| 3Y | +545.5% | -19.6% | +565.1% | +498.5% |
| All | +545.5% | -19.8% | +565.3% | +498.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling