+2,031.1%
ALM vs RRC
+63.1%
+1,968.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.0% |
| 7D | +0.7% | -10.3% | +11.1% | +1.6% |
| 30D | -26.1% | +19.5% | -45.5% | -27.1% |
| 3M | -38.1% | +27.9% | -66.0% | -39.3% |
| 6M | -55.4% | +21.2% | -76.6% | -56.2% |
| YTD | -0.4% | +39.6% | -40.0% | -3.3% |
| 1Y | +25.4% | +31.3% | -5.9% | +22.1% |
| 3Y | +907.8% | +51.9% | +855.8% | +865.9% |
| 5Y | +440.2% | +110.2% | +330.0% | +398.0% |
| 10Y | +2,031.1% | +56.7% | +1,974.5% | +1,484.7% |
| All | +2,031.1% | +63.1% | +1,968.1% | +1,484.7% |
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