+196.2%
RDDT vs ACM
-29.8%
+225.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | -7.6% | -12.9% | +5.3% | -2.5% |
| 3M | -12.7% | -6.4% | -6.3% | -11.0% |
| 6M | +7.2% | -29.2% | +36.4% | +24.8% |
| YTD | -35.0% | -29.9% | -5.1% | -24.2% |
| 1Y | -35.0% | -47.3% | +12.2% | -12.7% |
| All | +196.2% | -29.8% | +225.9% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling