+776.8%
RVMD vs ALC
+4.4%
+772.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.5% |
| 7D | -10.4% | -1.1% | -9.3% | -10.0% |
| 30D | -11.0% | +16.0% | -27.0% | -16.0% |
| 3M | -14.7% | +0.8% | -15.5% | -15.2% |
| 6M | +14.9% | +16.8% | -1.9% | +7.2% |
| YTD | +116.3% | -5.5% | +121.8% | +119.0% |
| 1Y | +167.6% | -5.3% | +172.9% | +170.3% |
| 3Y | +776.8% | +4.1% | +772.7% | +744.3% |
| All | +776.8% | +4.4% | +772.4% | +744.3% |
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 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