+394.4%
ALM vs RRC
+110.6%
+283.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.1% | +2.4% |
| 7D | -6.7% | -10.8% | +4.2% | -5.7% |
| 30D | -32.9% | +22.3% | -55.2% | -34.1% |
| 3M | -39.5% | +26.6% | -66.1% | -40.8% |
| 6M | -62.0% | +18.9% | -80.9% | -62.6% |
| YTD | -7.8% | +39.2% | -47.0% | -11.2% |
| 1Y | +26.7% | +34.0% | -7.3% | +22.3% |
| 3Y | +825.4% | +42.0% | +783.3% | +783.4% |
| All | +394.4% | +110.6% | +283.7% | +357.5% |
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