+28.8%
RMBS vs ACGL
+31.5%
-2.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.0% | +9.9% | +5.8% |
| 7D | -12.0% | +0.9% | -12.8% | -11.5% |
| 30D | -33.1% | +13.7% | -46.9% | -29.7% |
| 3M | -23.7% | +8.0% | -31.7% | -20.8% |
| 6M | -42.7% | +13.3% | -56.0% | -39.2% |
| YTD | -18.9% | +11.8% | -30.7% | -14.2% |
| 1Y | -30.0% | +22.2% | -52.3% | -25.9% |
| 3Y | +28.8% | +32.5% | -3.7% | +45.1% |
| All | +28.8% | +31.5% | -2.7% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling