+220.4%
RRX vs ACM
+124.8%
+95.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -0.6% |
| 7D | -0.7% | -3.7% | +2.9% | +1.6% |
| 30D | -8.0% | -12.7% | +4.7% | -1.1% |
| 3M | -25.1% | -9.8% | -15.3% | -21.6% |
| 6M | -18.3% | -31.4% | +13.1% | +1.6% |
| YTD | +14.2% | -32.1% | +46.2% | +41.9% |
| 1Y | +13.0% | -47.8% | +60.9% | +65.8% |
| 3Y | +4.2% | -22.1% | +26.3% | +18.1% |
| 5Y | +17.9% | +1.8% | +16.1% | +12.2% |
| 10Y | +220.4% | +132.5% | +87.9% | +88.9% |
| All | +220.4% | +124.8% | +95.7% | +88.9% |
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