+3,219.4%
ALM vs RRC
+7.9%
+3,211.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.8% |
| 7D | +8.4% | -1.2% | +9.6% | +8.5% |
| 30D | +34.8% | +9.4% | +25.4% | +33.8% |
| 3M | +16.2% | +7.4% | +8.8% | +15.3% |
| 6M | +2.1% | +1.5% | +0.7% | +1.6% |
| YTD | +117.0% | +19.4% | +97.6% | +113.1% |
| 1Y | +313.9% | +24.2% | +289.6% | +304.3% |
| 3Y | +2,327.9% | +32.8% | +2,295.1% | +2,245.3% |
| 5Y | +1,040.6% | +152.9% | +887.7% | +929.5% |
| 10Y | +3,219.4% | +3.9% | +3,215.6% | +2,990.0% |
| All | +3,219.4% | +7.9% | +3,211.5% | +2,990.0% |
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