+510.2%
RVMD vs ACM
+54.8%
+455.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -0.7% | +5.1% | -5.8% | -3.2% |
| 30D | -6.4% | +18.7% | -25.1% | -14.3% |
| 3M | -14.1% | +15.5% | -29.5% | -21.0% |
| 6M | +21.0% | +1.2% | +19.8% | +17.5% |
| YTD | +121.4% | -25.2% | +146.6% | +149.8% |
| 1Y | +167.9% | -46.3% | +214.2% | +264.6% |
| 3Y | +794.7% | -9.6% | +804.3% | +774.6% |
| 5Y | +437.2% | +4.4% | +432.8% | +385.7% |
| All | +510.2% | +54.8% | +455.4% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling