+519.9%
RVMD vs AGI
+206.1%
+313.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -3.0% | -2.7% | -0.2% | -2.5% |
| 30D | -0.7% | +7.2% | -8.0% | -2.1% |
| 3M | +36.5% | +4.3% | +32.3% | +34.7% |
| 6M | +104.6% | -27.1% | +131.7% | +113.3% |
| YTD | +155.8% | -6.6% | +162.4% | +151.2% |
| 1Y | +340.7% | +9.5% | +331.2% | +313.0% |
| 3Y | +519.9% | +208.4% | +311.5% | +244.6% |
| All | +519.9% | +206.1% | +313.8% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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