+316.1%
RL vs ACM
+127.0%
+189.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -0.8% | -3.7% | +2.9% | +1.2% |
| 30D | -7.8% | -11.1% | +3.3% | -2.7% |
| 3M | -4.0% | -8.0% | +4.0% | -1.1% |
| 6M | -1.9% | -29.7% | +27.8% | +16.6% |
| YTD | -0.2% | -29.4% | +29.2% | +16.9% |
| 1Y | +10.7% | -46.4% | +57.1% | +50.3% |
| 3Y | +210.8% | -22.3% | +233.1% | +236.1% |
| 5Y | +238.2% | +4.5% | +233.8% | +206.4% |
| All | +316.1% | +127.0% | +189.1% | +141.5% |
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 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