+53.9%
RGTI vs ACM
0.0%
+54.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -1.0% |
| 7D | +2.5% | -3.7% | +6.2% | +5.8% |
| 30D | -13.7% | -12.7% | -1.0% | -5.4% |
| 3M | -22.6% | -9.8% | -12.8% | -19.2% |
| 6M | -13.4% | -31.4% | +18.0% | +18.5% |
| YTD | -31.2% | -32.1% | +0.9% | -6.0% |
| 1Y | -7.6% | -47.8% | +40.2% | +64.4% |
| 3Y | +669.7% | -22.1% | +691.8% | +860.2% |
| 5Y | +57.0% | +1.8% | +55.2% | +83.5% |
| All | +53.9% | 0.0% | +54.0% | +79.5% |
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 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