+126.6%
RNG vs ACM
-48.9%
+175.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.1% |
| 7D | -9.6% | -5.9% | -3.7% | -6.5% |
| 30D | +8.8% | -6.2% | +15.0% | +12.2% |
| 3M | +78.6% | -7.9% | +86.5% | +85.8% |
| 6M | +70.3% | -30.6% | +100.9% | +101.2% |
| YTD | +140.3% | -33.3% | +173.6% | +190.6% |
| 1Y | +126.6% | -49.2% | +175.8% | +186.7% |
| All | +126.6% | -48.9% | +175.5% | +186.7% |
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