+509.7%
RVMD vs AS
+123.4%
+386.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -10.4% | -4.9% | -5.5% | -9.6% |
| 30D | -11.0% | +3.9% | -14.9% | -11.4% |
| 3M | -14.7% | -9.6% | -5.1% | -13.3% |
| 6M | +14.9% | -8.7% | +23.6% | +16.2% |
| YTD | +116.3% | -19.8% | +136.1% | +122.3% |
| 1Y | +167.6% | -1.5% | +169.2% | +163.9% |
| All | +509.7% | +123.4% | +386.2% | +425.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling