+3.9%
RRC vs ACM
+128.0%
-124.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +9.4% | -12.9% | +22.4% | +16.7% |
| 3M | +7.4% | -6.4% | +13.8% | +9.3% |
| 6M | +1.5% | -29.2% | +30.7% | +19.5% |
| YTD | +19.4% | -29.9% | +49.3% | +39.0% |
| 1Y | +24.2% | -47.3% | +71.5% | +69.7% |
| 3Y | +32.8% | -19.6% | +52.4% | +35.9% |
| 5Y | +152.9% | +5.5% | +147.4% | +116.7% |
| 10Y | +3.9% | +129.7% | -125.8% | -45.9% |
| All | +3.9% | +128.0% | -124.1% | -45.9% |
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