+319.7%
RL vs ACM
+132.6%
+187.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.5% |
| 7D | +2.6% | +5.6% | -3.0% | -0.4% |
| 30D | +2.9% | +20.8% | -17.9% | -7.0% |
| 3M | 0.0% | +11.4% | -11.4% | -6.2% |
| 6M | +17.1% | +0.9% | +16.2% | +14.2% |
| YTD | +10.1% | -24.8% | +34.9% | +24.8% |
| 1Y | +17.3% | -46.4% | +63.8% | +61.2% |
| 3Y | +249.3% | -9.2% | +258.6% | +245.3% |
| 5Y | +240.9% | +5.0% | +235.9% | +206.1% |
| All | +319.7% | +132.6% | +187.1% | +138.4% |
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 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