+365.8%
RRX vs ACM
+230.8%
+135.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +3.4% | -3.7% | +7.2% | +5.5% |
| 30D | -11.1% | -11.1% | 0.0% | -6.5% |
| 3M | -23.7% | -8.0% | -15.7% | -21.5% |
| 6M | -22.0% | -29.7% | +7.7% | -7.9% |
| YTD | +16.5% | -29.4% | +45.8% | +36.5% |
| 1Y | +11.5% | -46.4% | +57.9% | +50.3% |
| 3Y | +1.5% | -22.3% | +23.9% | +13.7% |
| 5Y | +18.3% | +4.5% | +13.8% | +13.7% |
| 10Y | +209.8% | +127.6% | +82.2% | +97.1% |
| All | +365.8% | +230.8% | +135.0% | +121.8% |
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