+404.9%
RVMD vs ADVB
+10.9%
+394.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -1.3% |
| 7D | -1.2% | -14.0% | +12.8% | -1.1% |
| 30D | +1.1% | +41.0% | -39.9% | +0.9% |
| 3M | +39.6% | +127.9% | -88.3% | +39.2% |
| 6M | +110.7% | +101.3% | +9.3% | +106.8% |
| YTD | +160.3% | +53.8% | +106.5% | +160.1% |
| 1Y | +404.9% | +4.4% | +400.5% | +413.1% |
| All | +404.9% | +10.9% | +394.1% | +413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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