+233.7%
RNG vs ACM
+132.6%
+101.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +4.6% | +5.6% | -1.0% | +1.8% |
| 30D | +0.4% | +20.8% | -20.4% | -8.6% |
| 3M | +11.4% | +11.4% | 0.0% | +5.1% |
| 6M | +95.7% | +0.9% | +94.7% | +93.4% |
| YTD | +162.9% | -24.8% | +187.7% | +197.2% |
| 1Y | +180.3% | -46.4% | +226.7% | +268.6% |
| 3Y | +188.3% | -9.2% | +197.6% | +195.7% |
| 5Y | -72.5% | +5.0% | -77.5% | -72.9% |
| All | +233.7% | +132.6% | +101.1% | +138.4% |
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