-19.6%
ACM vs RVTY
+16.6%
-36.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -12.9% | +10.8% | -23.8% | -15.2% |
| 3M | -6.4% | +26.8% | -33.2% | -12.1% |
| 6M | -29.2% | +39.3% | -68.5% | -35.6% |
| YTD | -29.9% | +31.6% | -61.6% | -35.3% |
| 1Y | -47.3% | +47.7% | -95.0% | -53.0% |
| 3Y | -19.6% | +19.9% | -39.5% | -25.4% |
| All | -19.6% | +16.6% | -36.2% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling