+313.9%
ALM vs RRC
+20.2%
+293.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.8% |
| 7D | +8.4% | -1.2% | +9.6% | +8.3% |
| 30D | +34.8% | +9.4% | +25.4% | +36.0% |
| 3M | +16.2% | +7.4% | +8.8% | +17.6% |
| 6M | +2.1% | +1.5% | +0.7% | +2.8% |
| YTD | +117.0% | +19.4% | +97.6% | +111.4% |
| 1Y | +313.9% | +24.2% | +289.6% | +319.1% |
| All | +313.9% | +20.2% | +293.6% | +319.1% |
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 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