+22.7%
ALM vs RRC
+28.5%
-5.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.1% |
| 7D | +0.7% | -10.3% | +11.1% | -0.4% |
| 30D | -26.1% | +19.5% | -45.5% | -22.9% |
| 3M | -38.1% | +27.9% | -66.0% | -34.0% |
| 6M | -55.4% | +21.2% | -76.6% | -52.5% |
| YTD | -0.4% | +39.6% | -40.0% | +4.2% |
| All | +22.7% | +28.5% | -5.8% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling