+502.6%
RVMD vs ACM
+5.4%
+497.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.8% |
| 7D | -0.6% | +6.6% | -7.2% | -3.6% |
| 30D | +1.7% | +19.8% | -18.0% | -7.0% |
| 3M | -6.7% | -3.1% | -3.6% | -6.0% |
| 6M | +36.1% | -11.5% | +47.6% | +42.4% |
| YTD | +142.4% | -24.7% | +167.1% | +175.1% |
| 1Y | +207.8% | -45.1% | +252.8% | +329.0% |
| 3Y | +879.5% | -8.9% | +888.4% | +806.5% |
| All | +502.6% | +5.4% | +497.1% | +400.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling