+253.1%
RMBS vs ACGL
+161.8%
+91.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.5% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -12.2% | -1.0% | -11.2% | -12.1% |
| 3M | -49.5% | +11.0% | -60.6% | -50.6% |
| 6M | -7.1% | -0.3% | -6.8% | -7.5% |
| YTD | -7.0% | +2.3% | -9.3% | -8.2% |
| 1Y | +13.3% | +6.4% | +7.0% | +10.3% |
| 3Y | +49.2% | +34.0% | +15.3% | +28.3% |
| All | +253.1% | +161.8% | +91.4% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling