-44.8%
ACHR vs RMBS
+389.7%
-434.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -6.0% |
| 7D | -2.7% | +3.5% | -6.1% | -4.1% |
| 30D | -12.1% | -8.6% | -3.5% | -9.2% |
| 3M | +3.4% | -40.3% | +43.7% | +26.8% |
| 6M | -15.6% | -1.0% | -14.7% | -23.4% |
| YTD | -26.9% | -4.6% | -22.2% | -34.4% |
| 1Y | -34.8% | +17.6% | -52.3% | -49.8% |
| 3Y | -19.2% | +58.6% | -77.9% | -52.9% |
| 5Y | -43.8% | +270.9% | -314.7% | -82.0% |
| All | -44.8% | +389.7% | -434.5% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling