-56.9%
ACHR vs RMBS
-18.2%
-38.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.7% | +1.5% |
| 7D | -5.1% | -8.9% | +3.9% | -2.5% |
| 30D | -12.7% | -24.8% | +12.1% | -5.4% |
| 3M | -22.4% | -17.6% | -4.9% | -18.9% |
| 6M | -28.6% | -25.7% | -2.9% | -23.4% |
| YTD | -45.2% | -9.8% | -35.4% | -50.8% |
| 1Y | -56.9% | -17.4% | -39.5% | -60.4% |
| All | -56.9% | -18.2% | -38.7% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling