+185.3%
RNG vs ACM
-46.6%
+231.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -1.7% |
| 7D | -9.6% | +9.5% | -19.1% | -13.8% |
| 30D | -1.4% | +14.7% | -16.1% | -8.3% |
| 3M | +28.8% | -9.5% | +38.3% | +35.5% |
| 6M | +65.6% | -18.0% | +83.6% | +80.4% |
| YTD | +171.4% | -27.3% | +198.7% | +213.5% |
| 1Y | +185.3% | -47.0% | +232.3% | +226.3% |
| All | +185.3% | -46.6% | +231.9% | +226.3% |
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 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