+545.5%
RVMD vs AR
+44.7%
+500.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | +1.1% | +12.6% | -11.5% | -0.3% |
| 3M | +39.6% | +10.0% | +29.6% | +37.9% |
| 6M | +110.7% | +0.6% | +110.0% | +109.6% |
| YTD | +160.3% | +13.4% | +146.9% | +152.7% |
| 1Y | +404.9% | +21.7% | +383.2% | +380.9% |
| 3Y | +545.5% | +45.8% | +499.6% | +503.3% |
| All | +545.5% | +44.7% | +500.8% | +503.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling