+275.4%
RMD vs ACM
+124.8%
+150.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | -4.7% | -3.7% | -1.1% | -3.7% |
| 30D | +0.2% | -12.7% | +12.9% | +3.8% |
| 3M | +12.0% | -9.8% | +21.8% | +14.7% |
| 6M | -12.5% | -31.4% | +18.9% | -3.3% |
| YTD | -7.9% | -32.1% | +24.1% | +1.8% |
| 1Y | -20.4% | -47.8% | +27.4% | -5.2% |
| 3Y | +53.1% | -22.1% | +75.2% | +59.2% |
| 5Y | -22.1% | +1.8% | -23.9% | -25.4% |
| 10Y | +275.4% | +132.5% | +142.9% | +186.3% |
| All | +275.4% | +124.8% | +150.7% | +186.3% |
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