+510.2%
RVMD vs ALM
+658.6%
-148.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.9% |
| 7D | -0.7% | -4.0% | +3.3% | -0.4% |
| 30D | -6.4% | -30.5% | +24.1% | -3.9% |
| 3M | -14.1% | -46.9% | +32.8% | -10.3% |
| 6M | +21.0% | -65.5% | +86.5% | +29.3% |
| YTD | +121.4% | -13.4% | +134.8% | +121.2% |
| 1Y | +167.9% | +9.8% | +158.1% | +162.6% |
| 3Y | +794.7% | +783.1% | +11.6% | +600.8% |
| 5Y | +437.2% | +378.3% | +58.9% | +327.1% |
| All | +510.2% | +658.6% | -148.4% | +349.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling