+776.8%
RVMD vs AME
+64.2%
+712.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -10.4% | +5.9% | -16.3% | -13.2% |
| 30D | -11.0% | -1.9% | -9.1% | -10.2% |
| 3M | -14.7% | -5.4% | -9.3% | -12.5% |
| 6M | +14.9% | +4.9% | +10.0% | +11.4% |
| YTD | +116.3% | +18.5% | +97.8% | +93.8% |
| 1Y | +167.6% | +25.5% | +142.1% | +131.2% |
| 3Y | +776.8% | +63.0% | +713.8% | +506.9% |
| All | +776.8% | +64.2% | +712.6% | +506.9% |
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