+20.3%
RL vs ACM
-46.1%
+66.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.2% | +0.6% | +4.8% |
| 7D | +0.2% | +6.9% | -6.6% | -0.9% |
| 30D | +7.3% | +19.1% | -11.7% | +4.4% |
| 3M | +1.0% | -6.9% | +8.0% | +2.0% |
| 6M | +11.8% | -12.0% | +23.8% | +13.8% |
| YTD | +13.6% | -25.1% | +38.7% | +17.9% |
| All | +20.3% | -46.1% | +66.4% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling