+1,250.3%
RSG vs ACM
+252.1%
+998.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.5% | +5.6% | -3.1% | +1.0% |
| 30D | +12.7% | +20.8% | -8.1% | +7.1% |
| 3M | +17.9% | +11.4% | +6.5% | +14.2% |
| 6M | +25.0% | +0.9% | +24.0% | +23.5% |
| YTD | +20.8% | -24.8% | +45.6% | +28.0% |
| 1Y | +24.3% | -46.4% | +70.7% | +44.1% |
| 3Y | +65.3% | -9.2% | +74.5% | +62.7% |
| 5Y | +99.1% | +5.0% | +94.1% | +85.5% |
| 10Y | +452.4% | +130.6% | +321.8% | +288.0% |
| All | +1,250.3% | +252.1% | +998.2% | +582.6% |
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