+579.8%
RVMD vs ACM
+2.7%
+577.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +1.7% |
| 7D | -0.7% | -3.7% | +2.9% | +1.1% |
| 30D | +0.3% | -12.7% | +13.0% | +6.6% |
| 3M | +38.9% | -9.8% | +48.7% | +43.6% |
| 6M | +108.1% | -31.4% | +139.5% | +151.6% |
| YTD | +160.7% | -32.1% | +192.8% | +211.4% |
| 1Y | +407.3% | -47.8% | +455.1% | +611.4% |
| 3Y | +546.6% | -22.1% | +568.7% | +565.2% |
| 5Y | +579.8% | +1.8% | +578.0% | +492.1% |
| All | +579.8% | +2.7% | +577.1% | +492.1% |
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