+57.2%
AA vs RRC
+36.3%
+21.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +4.0% |
| 7D | +0.9% | -10.8% | +11.7% | +5.3% |
| 30D | -6.7% | +22.3% | -29.0% | -14.8% |
| 3M | -16.3% | +26.6% | -43.0% | -25.1% |
| 6M | -37.1% | +18.9% | -56.0% | -42.5% |
| YTD | -25.0% | +39.2% | -64.2% | -38.2% |
| 1Y | +8.6% | +34.0% | -25.4% | -9.2% |
| 3Y | +57.2% | +42.0% | +15.2% | +18.8% |
| All | +57.2% | +36.3% | +21.0% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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