+948.2%
ALM vs RRC
+156.2%
+791.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.6% | +1.3% | -3.9% | -2.7% |
| 30D | +32.0% | +10.1% | +21.9% | +30.9% |
| 3M | -15.0% | +4.0% | -19.0% | -15.4% |
| 6M | -10.1% | +1.6% | -11.7% | -10.6% |
| YTD | +99.4% | +19.7% | +79.7% | +95.0% |
| 1Y | +316.4% | +21.4% | +294.9% | +305.5% |
| 3Y | +2,022.0% | +29.7% | +1,992.3% | +1,946.6% |
| All | +948.2% | +156.2% | +791.9% | +832.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling