-45.5%
ACM vs RVTY
+71.7%
-117.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +6.6% | -2.7% | +9.3% | +7.0% |
| 30D | +19.8% | +3.2% | +16.5% | +18.9% |
| 3M | -3.1% | +37.2% | -40.3% | -9.6% |
| 6M | -11.5% | +57.7% | -69.2% | -20.3% |
| YTD | -24.7% | +64.8% | -89.5% | -32.5% |
| All | -45.5% | +71.7% | -117.2% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling