+605.1%
RVMD vs AME
+149.6%
+455.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.8% |
| 7D | -3.0% | +1.7% | -4.7% | -4.1% |
| 30D | -0.7% | -6.4% | +5.7% | +3.4% |
| 3M | +36.5% | +7.1% | +29.5% | +30.6% |
| 6M | +104.6% | +8.2% | +96.4% | +93.4% |
| YTD | +155.8% | +18.2% | +137.7% | +127.5% |
| 1Y | +340.7% | +26.7% | +313.9% | +273.0% |
| 3Y | +519.9% | +60.7% | +459.2% | +344.2% |
| 5Y | +584.9% | +91.6% | +493.4% | +338.0% |
| All | +605.1% | +149.6% | +455.5% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling