+967.6%
RMBS vs ACGL
+5,394.4%
-4,426.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.1% |
| 7D | -3.9% | -1.1% | -2.8% | -3.7% |
| 30D | -24.9% | +13.1% | -38.0% | -27.9% |
| 3M | -20.5% | +9.8% | -30.3% | -23.2% |
| 6M | -37.5% | +15.3% | -52.8% | -41.3% |
| YTD | -12.1% | +12.7% | -24.9% | -17.6% |
| 1Y | -25.0% | +20.7% | -45.7% | -31.3% |
| 3Y | +36.1% | +34.3% | +1.8% | +17.1% |
| 5Y | +236.1% | +170.6% | +65.5% | +126.0% |
| 10Y | +541.3% | +330.6% | +210.7% | +263.7% |
| All | +967.6% | +5,394.4% | -4,426.7% | +210.3% |
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 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