+228.8%
AA vs RRC
+1,418.2%
-1,189.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | +4.8% | -10.3% | +15.1% | +7.2% |
| 30D | -0.6% | +19.5% | -20.1% | -4.7% |
| 3M | -16.3% | +27.9% | -44.2% | -20.9% |
| 6M | -33.4% | +21.2% | -54.6% | -36.6% |
| YTD | -20.7% | +39.6% | -60.3% | -27.2% |
| 1Y | +12.9% | +31.3% | -18.3% | +4.9% |
| 3Y | +75.7% | +51.9% | +23.8% | +58.2% |
| 5Y | -6.8% | +110.2% | -117.0% | -22.8% |
| 10Y | +53.6% | +56.7% | -3.0% | +16.3% |
| All | +228.8% | +1,418.2% | -1,189.4% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling