-20.1%
RMD vs ACM
-47.1%
+27.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | +4.6% | -12.9% | +17.5% | +6.6% |
| 3M | +14.8% | -6.4% | +21.2% | +15.2% |
| 6M | -12.1% | -29.2% | +17.1% | -7.6% |
| YTD | -7.5% | -29.9% | +22.5% | -2.0% |
| 1Y | -20.1% | -47.3% | +27.2% | -15.0% |
| All | -20.1% | -47.1% | +27.1% | -15.0% |
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