+531.8%
RVMD vs ALC
-16.2%
+548.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -0.7% | -5.3% | +4.5% | +1.7% |
| 30D | +0.3% | -7.1% | +7.4% | +3.5% |
| 3M | +38.9% | +0.8% | +38.1% | +37.4% |
| 6M | +108.1% | -16.0% | +124.1% | +124.6% |
| YTD | +160.7% | -12.7% | +173.5% | +174.5% |
| 1Y | +407.3% | -12.8% | +420.1% | +433.4% |
| All | +531.8% | -16.2% | +548.0% | +527.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling