-69.8%
RNG vs ACM
+2.7%
-72.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +1.5% |
| 7D | -4.1% | -3.7% | -0.4% | -1.3% |
| 30D | +8.6% | -12.7% | +21.3% | +19.2% |
| 3M | +78.0% | -9.8% | +87.8% | +90.3% |
| 6M | +67.0% | -31.4% | +98.4% | +120.0% |
| YTD | +142.4% | -32.1% | +174.5% | +218.8% |
| 1Y | +120.4% | -47.8% | +168.3% | +253.0% |
| 3Y | +122.1% | -22.1% | +144.2% | +138.4% |
| 5Y | -69.8% | +1.8% | -71.6% | -74.3% |
| All | -69.8% | +2.7% | -72.6% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling