+65.3%
RSG vs ACM
-9.6%
+74.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.4% | +5.1% | -3.6% | +1.0% |
| 30D | +15.0% | +18.7% | -3.6% | +13.4% |
| 3M | +18.5% | +15.5% | +3.0% | +17.0% |
| 6M | +25.8% | +1.2% | +24.6% | +25.3% |
| YTD | +20.8% | -25.2% | +46.0% | +23.7% |
| 1Y | +24.8% | -46.3% | +71.1% | +33.4% |
| All | +65.3% | -9.6% | +74.9% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling