-25.8%
ACN vs RMBS
+240.2%
-266.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.4% |
| 7D | -3.8% | +10.3% | -14.2% | -4.6% |
| 30D | +16.5% | -10.7% | +27.3% | +17.1% |
| 3M | +41.5% | -17.2% | +58.7% | +42.5% |
| 6M | +60.1% | -39.0% | +99.1% | +63.5% |
| YTD | -3.9% | -10.5% | +6.6% | -10.2% |
| 1Y | +4.1% | -11.0% | +15.1% | -2.9% |
| 3Y | -15.9% | +31.3% | -47.2% | -32.9% |
| All | -25.8% | +240.2% | -266.0% | -63.5% |
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 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