-44.0%
ACHR vs RMBS
+385.9%
-429.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.5% |
| 7D | -2.3% | +1.8% | -4.0% | -3.1% |
| 30D | -11.3% | -13.9% | +2.6% | -5.6% |
| 3M | +5.3% | -39.8% | +45.1% | +28.6% |
| 6M | -13.2% | -6.0% | -7.2% | -19.2% |
| YTD | -25.8% | -5.4% | -20.4% | -33.2% |
| 1Y | -34.3% | -1.8% | -32.5% | -43.9% |
| 3Y | -19.9% | +53.7% | -73.6% | -52.4% |
| 5Y | -42.7% | +268.5% | -311.2% | -81.6% |
| All | -44.0% | +385.9% | -429.9% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling