+1,166.4%
RMD vs ACM
+230.8%
+935.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -5.0% | -3.7% | -1.2% | -4.0% |
| 30D | +2.2% | -11.1% | +13.3% | +5.1% |
| 3M | +17.8% | -8.0% | +25.8% | +19.9% |
| 6M | -11.3% | -29.7% | +18.3% | -3.1% |
| YTD | -4.4% | -29.4% | +24.9% | +4.0% |
| 1Y | -15.7% | -46.4% | +30.7% | -1.3% |
| 3Y | +47.7% | -22.3% | +70.1% | +54.2% |
| 5Y | -19.2% | +4.5% | -23.7% | -22.9% |
| 10Y | +280.4% | +127.6% | +152.7% | +176.2% |
| All | +1,166.4% | +230.8% | +935.6% | +589.1% |
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