+34.5%
RRC vs ACM
-19.2%
+53.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.3% | -3.7% | +5.0% | +2.1% |
| 30D | +10.1% | -11.1% | +21.2% | +12.6% |
| 3M | +4.0% | -8.0% | +12.0% | +5.3% |
| 6M | +1.6% | -29.7% | +31.2% | +10.2% |
| YTD | +19.7% | -29.4% | +49.1% | +28.3% |
| 1Y | +21.4% | -46.4% | +67.8% | +43.7% |
| All | +34.5% | -19.2% | +53.7% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling