+583.5%
RVMD vs ALM
+856.4%
-272.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -1.1% |
| 7D | -3.6% | -7.1% | +3.6% | -2.9% |
| 30D | -1.1% | +24.7% | -25.8% | -3.7% |
| 3M | +41.0% | +8.3% | +32.7% | +38.4% |
| 6M | +105.7% | -22.2% | +127.9% | +106.6% |
| YTD | +155.3% | +88.1% | +67.2% | +133.8% |
| 1Y | +402.7% | +272.4% | +130.4% | +318.0% |
| 3Y | +533.1% | +2,004.1% | -1,471.0% | +257.5% |
| 5Y | +583.5% | +915.8% | -332.3% | +304.1% |
| All | +583.5% | +856.4% | -272.9% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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