+27.3%
RRC vs ACM
+230.8%
-203.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.3% | -3.7% | +5.0% | +3.3% |
| 30D | +10.1% | -11.1% | +21.2% | +15.9% |
| 3M | +4.0% | -8.0% | +12.0% | +6.8% |
| 6M | +1.6% | -29.7% | +31.2% | +19.2% |
| YTD | +19.7% | -29.4% | +49.1% | +38.0% |
| 1Y | +21.4% | -46.4% | +67.8% | +61.3% |
| 3Y | +29.7% | -22.3% | +52.0% | +37.3% |
| 5Y | +153.9% | +4.5% | +149.4% | +127.5% |
| 10Y | +10.8% | +127.6% | -116.8% | -38.6% |
| All | +27.3% | +230.8% | -203.5% | -52.2% |
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