+14.9%
RRX vs ACM
-0.5%
+15.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -0.8% |
| 7D | -3.7% | -5.9% | +2.2% | +0.1% |
| 30D | -9.3% | -6.2% | -3.1% | -6.5% |
| 3M | -21.8% | -7.9% | -13.9% | -19.3% |
| 6M | -22.0% | -30.6% | +8.6% | -1.6% |
| YTD | +11.9% | -33.3% | +45.2% | +43.8% |
| 1Y | +11.6% | -49.2% | +60.8% | +75.3% |
| 3Y | +2.2% | -23.5% | +25.6% | +16.0% |
| 5Y | +14.9% | +0.9% | +13.9% | +10.5% |
| All | +14.9% | -0.5% | +15.4% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling