+208.0%
RDDT vs ACM
-33.1%
+241.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.8% | +6.8% |
| 7D | -0.4% | -5.9% | +5.5% | +1.9% |
| 30D | -0.5% | -6.2% | +5.7% | +1.5% |
| 3M | -9.8% | -7.9% | -1.9% | -7.9% |
| 6M | +15.8% | -30.6% | +46.4% | +35.5% |
| YTD | -32.4% | -33.3% | +0.9% | -19.7% |
| 1Y | -40.0% | -49.2% | +9.2% | -18.4% |
| All | +208.0% | -33.1% | +241.1% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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