+180.3%
RNG vs ACM
-46.0%
+226.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +4.6% | +5.6% | -1.0% | +1.7% |
| 30D | +0.4% | +20.8% | -20.4% | -9.1% |
| 3M | +11.4% | +11.4% | 0.0% | +5.0% |
| 6M | +95.7% | +0.9% | +94.7% | +94.0% |
| YTD | +162.9% | -24.8% | +187.7% | +199.7% |
| 1Y | +180.3% | -46.4% | +226.7% | +218.8% |
| All | +180.3% | -46.0% | +226.3% | +218.8% |
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