+1,942.8%
ALM vs RRC
+71.8%
+1,871.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.4% |
| 7D | -4.0% | +2.5% | -6.6% | -4.2% |
| 30D | -30.5% | +21.1% | -51.6% | -31.5% |
| 3M | -46.9% | +28.4% | -75.3% | -47.9% |
| 6M | -65.5% | +26.5% | -92.0% | -66.2% |
| YTD | -13.4% | +47.0% | -60.4% | -16.2% |
| 1Y | +9.8% | +35.2% | -25.4% | +6.7% |
| 3Y | +783.1% | +61.0% | +722.1% | +743.1% |
| 5Y | +378.3% | +133.6% | +244.7% | +338.1% |
| All | +1,942.8% | +71.8% | +1,871.0% | +1,371.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling