+496.2%
RVMD vs ALM
+717.3%
-221.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.9% |
| 7D | -10.4% | +1.2% | -11.6% | -10.5% |
| 30D | -11.0% | -19.3% | +8.4% | -9.6% |
| 3M | -14.7% | -40.6% | +25.9% | -11.7% |
| 6M | +14.9% | -57.9% | +72.8% | +21.0% |
| YTD | +116.3% | -6.7% | +123.0% | +114.8% |
| 1Y | +167.6% | +20.2% | +147.4% | +160.4% |
| 3Y | +776.8% | +879.4% | -102.7% | +580.8% |
| 5Y | +424.8% | +415.3% | +9.5% | +314.7% |
| All | +496.2% | +717.3% | -221.1% | +336.5% |
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