+215.0%
RNG vs ACM
+134.0%
+80.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -6.1% | -4.6% | -1.5% | -4.0% |
| 30D | +9.6% | +4.1% | +5.5% | +7.5% |
| 3M | +83.3% | -8.3% | +91.6% | +90.2% |
| 6M | +77.9% | -30.1% | +108.0% | +108.6% |
| YTD | +139.9% | -32.6% | +172.5% | +185.3% |
| 1Y | +121.7% | -49.6% | +171.2% | +198.1% |
| 3Y | +121.9% | -23.0% | +144.9% | +146.6% |
| 5Y | -68.4% | +2.0% | -70.3% | -67.7% |
| All | +215.0% | +134.0% | +80.9% | +140.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling