-9.2%
ACM vs RVTY
+85.4%
-94.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.2% | +1.0% |
| 7D | +5.6% | -0.5% | +6.1% | +5.8% |
| 30D | +20.8% | +1.5% | +19.3% | +20.1% |
| 3M | +11.4% | +31.5% | -20.0% | +3.1% |
| 6M | +0.9% | +62.7% | -61.7% | -12.4% |
| YTD | -24.8% | +60.0% | -84.8% | -34.8% |
| 1Y | -46.4% | +65.7% | -112.1% | -54.1% |
| 3Y | -9.2% | +85.2% | -94.4% | -26.9% |
| All | -9.2% | +85.4% | -94.6% | -26.9% |
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