+618.6%
RVMD vs AGI
+540.3%
+78.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -0.7% | +2.2% | -3.0% | -1.0% |
| 30D | +0.3% | +11.3% | -10.9% | -1.3% |
| 3M | +38.9% | +5.6% | +33.2% | +37.1% |
| 6M | +108.1% | -27.7% | +135.8% | +115.4% |
| YTD | +160.7% | -4.1% | +164.8% | +157.6% |
| 1Y | +407.3% | +13.8% | +393.5% | +386.3% |
| 3Y | +546.6% | +217.0% | +329.5% | +427.3% |
| 5Y | +579.8% | +404.3% | +175.5% | +419.8% |
| All | +618.6% | +540.3% | +78.3% | +528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling