+1,084.8%
RSG vs ACM
+230.8%
+854.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -3.7% | +4.0% | +1.3% |
| 30D | +7.6% | -11.1% | +18.7% | +10.6% |
| 3M | +7.4% | -8.0% | +15.4% | +9.1% |
| 6M | -3.3% | -29.7% | +26.4% | +5.1% |
| YTD | +6.0% | -29.4% | +35.4% | +14.5% |
| 1Y | -3.7% | -46.4% | +42.8% | +11.7% |
| 3Y | +59.1% | -22.3% | +81.4% | +63.7% |
| 5Y | +89.0% | +4.5% | +84.6% | +76.1% |
| 10Y | +412.5% | +127.6% | +284.9% | +260.8% |
| All | +1,084.8% | +230.8% | +854.0% | +510.5% |
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 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