+91.1%
RSG vs ACM
+2.7%
+88.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.9% |
| 7D | 0.0% | -3.7% | +3.6% | +0.6% |
| 30D | +3.7% | -12.7% | +16.3% | +5.8% |
| 3M | +6.2% | -9.8% | +16.0% | +7.6% |
| 6M | -2.8% | -31.4% | +28.6% | +3.4% |
| YTD | +5.9% | -32.1% | +38.0% | +12.4% |
| 1Y | -1.8% | -47.8% | +46.0% | +10.0% |
| 3Y | +57.5% | -22.1% | +79.6% | +56.4% |
| 5Y | +91.1% | +1.8% | +89.3% | +74.9% |
| All | +91.1% | +2.7% | +88.3% | +74.9% |
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 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