+373.0%
RL vs ACM
+147.1%
+225.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.2% | +0.6% | +3.0% |
| 7D | +0.2% | +6.9% | -6.6% | -3.2% |
| 30D | +7.3% | +19.1% | -11.7% | -2.2% |
| 3M | +1.0% | -6.9% | +8.0% | +3.9% |
| 6M | +11.8% | -12.0% | +23.8% | +17.3% |
| YTD | +13.6% | -25.1% | +38.7% | +28.9% |
| 1Y | +24.0% | -45.4% | +69.5% | +67.8% |
| 3Y | +256.6% | -6.9% | +263.5% | +247.4% |
| 5Y | +240.2% | +3.7% | +236.5% | +208.5% |
| 10Y | +373.0% | +135.8% | +237.2% | +161.0% |
| All | +373.0% | +147.1% | +225.8% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling