-43.5%
ACHR vs RMBS
+267.8%
-311.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -6.1% |
| 7D | -2.7% | +3.5% | -6.1% | -4.2% |
| 30D | -12.1% | -8.6% | -3.5% | -9.2% |
| 3M | +3.4% | -40.3% | +43.7% | +27.2% |
| 6M | -15.6% | -1.0% | -14.7% | -23.7% |
| YTD | -26.9% | -4.6% | -22.2% | -34.7% |
| 1Y | -34.8% | +17.6% | -52.3% | -50.3% |
| 3Y | -19.2% | +58.6% | -77.9% | -54.3% |
| All | -43.5% | +267.8% | -311.3% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling