+539.4%
RVMD vs AS
+131.9%
+407.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -6.0% |
| 7D | -9.5% | -3.0% | -6.5% | -9.0% |
| 30D | -6.8% | +9.6% | -16.4% | -8.2% |
| 3M | -12.1% | -8.2% | -3.9% | -10.9% |
| 6M | +25.4% | -9.9% | +35.3% | +27.0% |
| YTD | +126.9% | -16.8% | +143.7% | +131.6% |
| 1Y | +182.0% | +3.0% | +179.0% | +175.8% |
| All | +539.4% | +131.9% | +407.5% | +447.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling