+1,205.0%
RMD vs ACM
+233.3%
+971.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.3% | +5.4% | -3.0% | +0.9% |
| 30D | +4.1% | +15.1% | -11.0% | +0.1% |
| 3M | +5.7% | -10.5% | +16.2% | +8.3% |
| 6M | +12.9% | -19.7% | +32.6% | +18.8% |
| YTD | -1.5% | -28.8% | +27.3% | +6.8% |
| 1Y | -4.8% | -47.9% | +43.1% | +12.4% |
| 3Y | +57.5% | -12.4% | +69.9% | +58.6% |
| 5Y | -5.5% | +0.6% | -6.1% | -8.7% |
| 10Y | +357.8% | +161.3% | +196.5% | +219.9% |
| All | +1,205.0% | +233.3% | +971.7% | +607.6% |
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