+340.7%
RVMD vs BAH
-24.0%
+364.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -3.0% | +4.3% | -7.2% | -3.6% |
| 30D | -0.7% | -2.5% | +1.7% | -0.4% |
| 3M | +36.5% | -0.9% | +37.5% | +37.6% |
| 6M | +104.6% | +1.5% | +103.1% | +106.9% |
| YTD | +155.8% | -8.0% | +163.8% | +176.3% |
| 1Y | +340.7% | -24.7% | +365.4% | +364.4% |
| All | +340.7% | -24.0% | +364.7% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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