+1,028.7%
RMBS vs ACGL
+5,447.7%
-4,419.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | +3.0% | -1.4% | +4.3% | +3.3% |
| 30D | -15.5% | +12.4% | -27.9% | -18.7% |
| 3M | -11.5% | +11.1% | -22.6% | -14.8% |
| 6M | -36.5% | +16.3% | -52.9% | -40.6% |
| YTD | -7.1% | +13.8% | -20.9% | -13.1% |
| 1Y | -18.7% | +20.4% | -39.1% | -25.4% |
| 3Y | +36.2% | +33.6% | +2.6% | +17.4% |
| 5Y | +252.0% | +176.8% | +75.2% | +135.0% |
| 10Y | +561.2% | +324.6% | +236.6% | +276.4% |
| All | +1,028.7% | +5,447.7% | -4,419.0% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling