+643.2%
RVMD vs AS
+120.4%
+522.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.0% |
| 7D | +1.0% | -4.9% | +5.9% | +1.9% |
| 30D | +6.4% | -19.6% | +26.0% | +10.4% |
| 3M | +34.9% | -14.4% | +49.3% | +38.0% |
| 6M | +107.6% | -20.1% | +127.7% | +114.2% |
| YTD | +163.7% | -20.9% | +184.6% | +171.6% |
| 1Y | +439.2% | -21.9% | +461.1% | +454.2% |
| All | +643.2% | +120.4% | +522.8% | +542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling