+31.3%
RMBS vs ACGL
+33.8%
-2.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.1% |
| 7D | +10.3% | +2.2% | +8.2% | +11.2% |
| 30D | -10.7% | +12.3% | -23.0% | -6.5% |
| 3M | -17.2% | +11.8% | -29.0% | -13.0% |
| 6M | -39.0% | +17.5% | -56.5% | -34.7% |
| YTD | -10.5% | +14.3% | -24.8% | -4.5% |
| 1Y | -11.0% | +18.2% | -29.1% | -4.9% |
| 3Y | +31.3% | +33.2% | -1.8% | +49.2% |
| All | +31.3% | +33.8% | -2.4% | +49.2% |
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 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