+210.7%
RMBS vs ACGL
+159.2%
+51.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.0% | +9.9% | +7.0% |
| 7D | -12.0% | +0.9% | -12.8% | -12.0% |
| 30D | -33.1% | +13.7% | -46.9% | -33.5% |
| 3M | -23.7% | +8.0% | -31.7% | -23.9% |
| 6M | -42.7% | +13.3% | -56.0% | -43.4% |
| YTD | -18.9% | +11.8% | -30.7% | -20.3% |
| 1Y | -30.0% | +22.2% | -52.3% | -32.9% |
| 3Y | +28.8% | +32.5% | -3.7% | +15.5% |
| All | +210.7% | +159.2% | +51.4% | +99.3% |
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