+2.2%
ACM vs RVTY
-15.1%
+17.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 6M | +0.9% | +62.7% | -61.7% | -12.7% |
| YTD | -24.8% | +60.0% | -84.8% | -35.1% |
| 1Y | -46.4% | +65.7% | -112.1% | -54.3% |
| 3Y | -9.2% | +85.2% | -94.4% | -26.7% |
| All | +2.2% | -15.1% | +17.3% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling