+603.6%
RVMD vs ALC
+9.0%
+594.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -0.5% |
| 7D | -3.6% | -7.7% | +4.1% | +1.0% |
| 30D | -1.1% | -11.7% | +10.6% | +6.3% |
| 3M | +41.0% | +0.7% | +40.4% | +39.2% |
| 6M | +105.7% | -17.1% | +122.8% | +127.1% |
| YTD | +155.3% | -15.1% | +170.4% | +175.8% |
| 1Y | +402.7% | -14.1% | +416.8% | +437.4% |
| 3Y | +533.1% | -18.2% | +551.3% | +574.2% |
| 5Y | +583.5% | -19.2% | +602.7% | +619.4% |
| All | +603.6% | +9.0% | +594.6% | +523.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling