+141.7%
RNG vs ACM
-45.8%
+187.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | +5.8% | -3.7% | +9.5% | +8.0% |
| 30D | +19.6% | -11.1% | +30.7% | +27.0% |
| 3M | +67.0% | -8.0% | +75.0% | +73.4% |
| 6M | +88.4% | -29.7% | +118.0% | +119.6% |
| YTD | +155.5% | -29.4% | +184.9% | +199.4% |
| 1Y | +141.7% | -46.4% | +188.1% | +198.1% |
| All | +141.7% | -45.8% | +187.5% | +198.1% |
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 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