+241.0%
RVMD vs AS
+3.3%
+237.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.3% | +2.4% |
| 7D | +5.8% | +13.8% | -8.0% | +4.7% |
| 30D | -3.8% | +16.7% | -20.5% | -5.1% |
| 3M | +3.2% | -11.5% | +14.7% | +5.0% |
| 6M | +35.0% | -5.5% | +40.5% | +36.2% |
| YTD | +150.7% | -14.2% | +164.9% | +151.0% |
| 1Y | +241.0% | +2.1% | +238.9% | +232.0% |
| All | +241.0% | +3.3% | +237.6% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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