+305.7%
RNG vs ACM
+138.0%
+167.7%
-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% | +0.1% | +0.5% |
| 7D | -6.0% | +6.6% | -12.6% | -8.8% |
| 30D | -7.4% | +19.8% | -27.1% | -15.0% |
| 3M | +14.6% | -3.1% | +17.7% | +15.2% |
| 6M | +61.5% | -11.5% | +73.0% | +69.3% |
| YTD | +155.7% | -24.7% | +180.4% | +187.8% |
| 1Y | +172.5% | -45.1% | +217.5% | +251.3% |
| 3Y | +168.0% | -8.9% | +176.9% | +174.4% |
| 5Y | -73.8% | +5.4% | -79.2% | -74.2% |
| 10Y | +240.3% | +131.1% | +109.2% | +126.1% |
| All | +305.7% | +138.0% | +167.7% | +152.8% |
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 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