-44.1%
ACN vs RMBS
+267.8%
-312.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -6.3% | +3.5% | -9.8% | -6.6% |
| 30D | -1.4% | -8.6% | +7.2% | -0.7% |
| 3M | +2.6% | -40.3% | +42.9% | +7.2% |
| 6M | -14.3% | -1.0% | -13.3% | -19.7% |
| YTD | -33.1% | -4.6% | -28.5% | -37.3% |
| 1Y | -28.8% | +17.6% | -46.4% | -37.1% |
| 3Y | -43.0% | +58.6% | -101.6% | -56.5% |
| All | -44.1% | +267.8% | -312.0% | -72.3% |
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