+73.4%
RRC vs ACM
+130.8%
-57.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -0.5% | +3.0% | -3.5% | -2.1% |
| 30D | +25.2% | +19.7% | +5.5% | +13.4% |
| 3M | +27.8% | +5.3% | +22.5% | +22.8% |
| 6M | +27.2% | -10.8% | +38.0% | +31.7% |
| YTD | +48.2% | -25.1% | +73.3% | +65.7% |
| 1Y | +34.7% | -45.8% | +80.5% | +81.8% |
| 3Y | +62.2% | -9.4% | +71.6% | +54.1% |
| 5Y | +130.9% | +4.8% | +126.1% | +98.4% |
| 10Y | +73.4% | +129.8% | -56.3% | -14.5% |
| All | +73.4% | +130.8% | -57.4% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling