+442.9%
RL vs ACM
+233.3%
+209.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.2% | +5.4% | -9.5% | -6.4% |
| 30D | +4.3% | +15.1% | -10.8% | -2.3% |
| 3M | -4.6% | -10.5% | +5.9% | -0.5% |
| 6M | +1.7% | -19.7% | +21.4% | +10.6% |
| YTD | +7.3% | -28.8% | +36.2% | +22.4% |
| 1Y | +20.8% | -47.9% | +68.7% | +58.9% |
| 3Y | +247.0% | -12.4% | +259.3% | +253.6% |
| 5Y | +225.5% | +0.6% | +224.9% | +210.1% |
| 10Y | +363.0% | +161.3% | +201.8% | +175.2% |
| All | +442.9% | +233.3% | +209.6% | +151.8% |
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