+583.5%
RVMD vs AME
+82.6%
+500.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.5% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -1.1% | -8.6% | +7.5% | +5.3% |
| 3M | +41.0% | +5.8% | +35.3% | +35.3% |
| 6M | +105.7% | +3.8% | +101.9% | +98.5% |
| YTD | +155.3% | +14.4% | +140.9% | +127.8% |
| 1Y | +402.7% | +25.8% | +376.9% | +315.7% |
| 3Y | +533.1% | +55.2% | +477.9% | +326.6% |
| 5Y | +583.5% | +85.5% | +498.0% | +267.7% |
| All | +583.5% | +82.6% | +500.9% | +267.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling