+584.7%
RVMD vs ALC
-15.6%
+600.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.2% |
| 7D | -1.2% | -3.7% | +2.5% | +0.8% |
| 30D | +1.1% | -3.7% | +4.8% | +3.0% |
| 3M | +39.6% | +4.6% | +35.1% | +35.0% |
| 6M | +110.7% | -14.6% | +125.3% | +128.0% |
| YTD | +160.3% | -11.9% | +172.2% | +174.5% |
| 1Y | +404.9% | -13.1% | +418.1% | +436.0% |
| 3Y | +545.5% | -15.0% | +560.5% | +566.8% |
| 5Y | +584.7% | -16.2% | +600.9% | +612.3% |
| All | +584.7% | -15.6% | +600.3% | +612.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling