-6.6%
RMD vs ACM
-2.7%
-3.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.3% | +5.4% | -3.0% | +0.5% |
| 30D | +4.1% | +15.1% | -11.0% | -0.7% |
| 3M | +5.7% | -10.5% | +16.2% | +9.1% |
| 6M | +12.9% | -19.7% | +32.6% | +20.6% |
| YTD | -1.5% | -28.8% | +27.3% | +9.7% |
| 1Y | -4.8% | -47.9% | +43.1% | +20.0% |
| 3Y | +57.5% | -12.4% | +69.9% | +50.2% |
| All | -6.6% | -2.7% | -3.9% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling