+182.0%
RVMD vs AR
+11.6%
+170.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.1% |
| 7D | -9.5% | +2.1% | -11.6% | -9.2% |
| 30D | -6.8% | +4.5% | -11.3% | -5.9% |
| 3M | -12.1% | +1.0% | -13.1% | -11.4% |
| 6M | +25.4% | +4.4% | +20.9% | +27.5% |
| YTD | +126.9% | +10.9% | +116.0% | +131.8% |
| 1Y | +182.0% | +8.6% | +173.4% | +189.6% |
| All | +182.0% | +11.6% | +170.4% | +189.6% |
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