+230.8%
ACM vs RVTY
+487.9%
-257.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -3.7% | +1.1% | -4.8% | -4.3% |
| 30D | -11.1% | +13.2% | -24.3% | -16.3% |
| 3M | -8.0% | +27.2% | -35.2% | -18.5% |
| 6M | -29.7% | +32.4% | -62.1% | -39.7% |
| YTD | -29.4% | +34.9% | -64.2% | -40.1% |
| 1Y | -46.4% | +52.4% | -98.8% | -57.6% |
| 3Y | -22.3% | +12.3% | -34.6% | -32.5% |
| 5Y | +4.5% | -30.8% | +35.3% | +11.9% |
| 10Y | +127.6% | +150.7% | -23.0% | +11.1% |
| All | +230.8% | +487.9% | -257.1% | -5.7% |
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