+390.3%
RVMD vs ADVB
-97.5%
+487.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.2% | +4.0% | +8.2% |
| 7D | +0.5% | -13.9% | +14.4% | +0.6% |
| 30D | -4.3% | -68.1% | +63.8% | -3.6% |
| 3M | -2.8% | -73.4% | +70.6% | -2.0% |
| 6M | +27.3% | -70.8% | +98.1% | +29.0% |
| YTD | +141.4% | -66.1% | +207.5% | +143.6% |
| 1Y | +213.3% | -77.5% | +290.8% | +217.7% |
| All | +390.3% | -97.5% | +487.8% | +443.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling