+233.3%
ACM vs RVTY
+600.6%
-367.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.3% |
| 7D | +5.4% | -1.2% | +6.6% | +5.5% |
| 30D | +15.1% | +1.0% | +14.1% | +14.0% |
| 3M | -10.5% | +35.8% | -46.3% | -23.5% |
| 6M | -19.7% | +56.7% | -76.4% | -36.5% |
| YTD | -28.8% | +60.7% | -89.5% | -45.1% |
| 1Y | -47.9% | +73.7% | -121.6% | -61.5% |
| 3Y | -12.4% | +82.8% | -95.1% | -40.2% |
| 5Y | +0.6% | -7.0% | +7.6% | -8.2% |
| 10Y | +161.3% | +212.3% | -51.0% | +13.3% |
| All | +233.3% | +600.6% | -367.3% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling