+879.4%
ALM vs RRC
+60.0%
+819.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +7.7% |
| 7D | +1.2% | +6.4% | -5.2% | +0.8% |
| 30D | -19.3% | +23.9% | -43.2% | -20.5% |
| 3M | -40.6% | +30.2% | -70.8% | -41.7% |
| 6M | -57.9% | +26.3% | -84.2% | -58.5% |
| YTD | -6.7% | +48.1% | -54.8% | -10.8% |
| 1Y | +20.2% | +37.7% | -17.5% | +15.8% |
| 3Y | +879.4% | +60.3% | +819.2% | +891.4% |
| All | +879.4% | +60.0% | +819.5% | +891.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling