-59.6%
ACHR vs RMBS
+359.4%
-419.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.7% | -5.5% |
| 7D | -9.2% | +10.3% | -19.6% | -13.0% |
| 30D | -1.0% | -10.7% | +9.7% | +3.3% |
| 3M | -42.2% | -17.2% | -25.0% | -38.2% |
| 6M | -38.2% | -39.0% | +0.8% | -26.6% |
| YTD | -46.4% | -10.5% | -35.9% | -51.1% |
| 1Y | -49.4% | -11.0% | -38.4% | -54.0% |
| 3Y | -22.5% | +31.3% | -53.8% | -49.5% |
| 5Y | -29.8% | +242.8% | -272.6% | -77.1% |
| All | -59.6% | +359.4% | -419.0% | -87.5% |
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