+531.8%
RVMD vs AME
+55.9%
+475.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -0.7% | +1.3% | -2.1% | -1.5% |
| 30D | +0.3% | -6.6% | +6.9% | +4.1% |
| 3M | +38.9% | +3.0% | +35.9% | +36.5% |
| 6M | +108.1% | +5.3% | +102.8% | +101.0% |
| YTD | +160.7% | +15.4% | +145.3% | +137.1% |
| 1Y | +407.3% | +26.8% | +380.5% | +333.6% |
| All | +531.8% | +55.9% | +475.9% | +309.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling