+0.5%
RGTI vs ACM
-45.8%
+46.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.5% | -3.7% | +1.2% | -0.7% |
| 30D | -9.4% | -11.1% | +1.7% | -3.5% |
| 3M | -37.1% | -8.0% | -29.1% | -34.8% |
| 6M | -14.4% | -29.7% | +15.2% | +12.4% |
| YTD | -31.4% | -29.4% | -2.0% | -10.9% |
| 1Y | +0.5% | -46.4% | +47.0% | +77.5% |
| All | +0.5% | -45.8% | +46.3% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling