-8.5%
RGTI vs ACM
-48.8%
+40.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | +0.5% | -4.6% | +5.0% | +2.8% |
| 30D | -17.1% | +4.1% | -21.2% | -19.7% |
| 3M | -26.0% | -8.3% | -17.7% | -24.5% |
| 6M | -9.9% | -30.1% | +20.2% | +17.8% |
| YTD | -31.1% | -32.6% | +1.5% | -7.9% |
| 1Y | -8.5% | -49.6% | +41.1% | +70.4% |
| All | -8.5% | -48.8% | +40.3% | +70.4% |
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