+48.0%
RRC vs ACM
+233.3%
-185.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -2.9% |
| 7D | -10.8% | +5.4% | -16.2% | -13.4% |
| 30D | +22.3% | +15.1% | +7.2% | +13.3% |
| 3M | +26.6% | -10.5% | +37.1% | +32.2% |
| 6M | +18.9% | -19.7% | +38.6% | +30.0% |
| YTD | +39.2% | -28.8% | +68.0% | +59.1% |
| 1Y | +34.0% | -47.9% | +81.8% | +80.4% |
| 3Y | +42.0% | -12.4% | +54.4% | +40.1% |
| 5Y | +111.9% | +0.6% | +111.3% | +93.3% |
| 10Y | +62.8% | +161.3% | -98.5% | -16.4% |
| All | +48.0% | +233.3% | -185.3% | -44.9% |
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 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