+450.4%
RL vs ACM
+233.2%
+217.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.2% | -5.2% | -6.3% |
| 7D | -4.7% | +5.1% | -9.7% | -6.8% |
| 30D | +3.6% | +11.5% | -7.9% | -1.5% |
| 3M | +0.5% | -10.5% | +11.0% | +4.8% |
| 6M | +6.6% | -20.4% | +27.0% | +16.4% |
| YTD | +8.8% | -28.9% | +37.7% | +24.2% |
| 1Y | +21.8% | -48.7% | +70.4% | +61.4% |
| 3Y | +245.8% | -12.5% | +258.3% | +252.7% |
| 5Y | +230.0% | +0.5% | +229.4% | +214.5% |
| 10Y | +369.4% | +161.2% | +208.3% | +179.1% |
| All | +450.4% | +233.2% | +217.2% | +155.4% |
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 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