+439.2%
RVMD vs AR
+22.7%
+416.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.5% |
| 7D | +1.0% | +2.5% | -1.5% | +1.4% |
| 30D | +6.4% | +14.8% | -8.4% | +8.8% |
| 3M | +34.9% | +6.2% | +28.7% | +36.6% |
| 6M | +107.6% | +4.3% | +103.3% | +109.5% |
| YTD | +163.7% | +14.4% | +149.3% | +168.3% |
| 1Y | +439.2% | +21.3% | +417.9% | +455.2% |
| All | +439.2% | +22.7% | +416.5% | +455.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling