+317.2%
RNG vs ACM
+137.6%
+179.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.9% |
| 7D | +4.6% | +5.6% | -1.0% | +1.9% |
| 30D | +0.4% | +20.8% | -20.4% | -8.3% |
| 3M | +11.4% | +11.4% | 0.0% | +5.3% |
| 6M | +95.7% | +0.9% | +94.7% | +93.4% |
| YTD | +162.9% | -24.8% | +187.7% | +196.1% |
| 1Y | +180.3% | -46.4% | +226.7% | +265.7% |
| 3Y | +188.3% | -9.2% | +197.6% | +195.7% |
| 5Y | -72.5% | +5.0% | -77.5% | -72.9% |
| 10Y | +236.7% | +130.6% | +106.1% | +123.9% |
| All | +317.2% | +137.6% | +179.6% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling