+569.1%
RMBS vs ACGL
+270.1%
+299.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +3.5% | -2.1% | +5.6% | +4.2% |
| 30D | -8.6% | -2.2% | -6.4% | -8.1% |
| 3M | -40.3% | +6.3% | -46.6% | -42.5% |
| 6M | -1.0% | +0.5% | -1.5% | -3.2% |
| YTD | -4.6% | +0.2% | -4.8% | -7.3% |
| 1Y | +17.6% | +7.3% | +10.3% | +10.3% |
| 3Y | +58.6% | +30.8% | +27.8% | +29.8% |
| 5Y | +270.9% | +155.8% | +115.2% | +111.6% |
| 10Y | +569.1% | +276.3% | +292.8% | +198.2% |
| All | +569.1% | +270.1% | +299.0% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling