+404.9%
RL vs ACM
+230.8%
+174.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | -0.8% | -3.7% | +2.9% | +1.0% |
| 30D | -7.8% | -11.1% | +3.3% | -3.3% |
| 3M | -4.0% | -8.0% | +4.0% | -1.4% |
| 6M | -1.9% | -29.7% | +27.8% | +13.8% |
| YTD | -0.2% | -29.4% | +29.2% | +14.5% |
| 1Y | +10.7% | -46.4% | +57.1% | +43.8% |
| 3Y | +210.8% | -22.3% | +233.1% | +235.8% |
| 5Y | +238.2% | +4.5% | +233.8% | +216.9% |
| 10Y | +313.4% | +127.6% | +185.7% | +160.7% |
| All | +404.9% | +230.8% | +174.1% | +135.5% |
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