+100.0%
ACM vs RVTY
+216.9%
-116.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +5.1% | +4.1% | +1.0% | +3.6% |
| 30D | +18.7% | +1.3% | +17.4% | +17.7% |
| 3M | +15.5% | +33.3% | -17.8% | +3.0% |
| 6M | +1.2% | +58.3% | -57.1% | -16.1% |
| YTD | -25.2% | +62.7% | -87.9% | -39.2% |
| 1Y | -46.3% | +67.2% | -113.5% | -56.9% |
| 3Y | -9.6% | +87.3% | -96.9% | -33.6% |
| 5Y | +4.4% | -13.4% | +17.8% | +3.6% |
| All | +100.0% | +216.9% | -116.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling