+435.5%
RVMD vs ADVB
-88.3%
+523.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.0% | -3.8% | +4.8% | +1.0% |
| 30D | +6.4% | +17.6% | -11.1% | +6.4% |
| 3M | +34.9% | +119.1% | -84.2% | +35.1% |
| 6M | +107.6% | +103.4% | +4.2% | +106.6% |
| YTD | +163.7% | +59.8% | +103.8% | +163.7% |
| 1Y | +439.2% | +8.5% | +430.7% | +442.6% |
| All | +435.5% | -88.3% | +523.8% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling