+603.6%
RVMD vs AMCR
+15.1%
+588.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -3.6% | -5.0% | +1.4% | -1.2% |
| 30D | -1.1% | -8.0% | +6.9% | +2.7% |
| 3M | +41.0% | +14.3% | +26.8% | +31.0% |
| 6M | +105.7% | +5.3% | +100.4% | +97.0% |
| YTD | +155.3% | +7.7% | +147.6% | +138.7% |
| 1Y | +402.7% | +10.8% | +391.9% | +361.7% |
| 3Y | +533.1% | +9.6% | +523.5% | +466.1% |
| 5Y | +583.5% | -10.2% | +593.7% | +580.6% |
| All | +603.6% | +15.1% | +588.6% | +463.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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