+420.8%
RSG vs ACM
+134.0%
+286.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.5% |
| 7D | 0.0% | -4.6% | +4.6% | +1.2% |
| 30D | +4.0% | +4.1% | -0.1% | +2.8% |
| 3M | +7.4% | -8.3% | +15.7% | +9.0% |
| 6M | +0.1% | -30.1% | +30.2% | +8.4% |
| YTD | +6.0% | -32.6% | +38.6% | +15.3% |
| 1Y | -3.0% | -49.6% | +46.6% | +13.6% |
| 3Y | +56.5% | -23.0% | +79.5% | +59.9% |
| 5Y | +90.9% | +2.0% | +89.0% | +76.7% |
| All | +420.8% | +134.0% | +286.8% | +272.8% |
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 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