+56.8%
RGTI vs ACM
+1.2%
+55.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.2% |
| 7D | +0.5% | -4.6% | +5.0% | +4.7% |
| 30D | -17.1% | +4.1% | -21.2% | -21.4% |
| 3M | -26.0% | -8.3% | -17.7% | -24.0% |
| 6M | -9.9% | -30.1% | +20.2% | +22.5% |
| YTD | -31.1% | -32.6% | +1.5% | -3.9% |
| 1Y | -8.5% | -49.6% | +41.1% | +73.7% |
| 3Y | +652.2% | -23.0% | +675.3% | +844.6% |
| All | +56.8% | +1.2% | +55.5% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling