+495.2%
RMBS vs ACI
+17.4%
+477.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.7% |
| 7D | +1.2% | -7.1% | +8.3% | +0.9% |
| 30D | -11.5% | -4.5% | -7.0% | -11.6% |
| 3M | -38.2% | -22.3% | -15.9% | -38.5% |
| 6M | -4.8% | -28.4% | +23.7% | -5.3% |
| YTD | -7.1% | -29.5% | +22.4% | -7.6% |
| 1Y | +10.7% | -34.2% | +44.9% | +10.3% |
| 3Y | +54.5% | -45.7% | +100.1% | +54.9% |
| 5Y | +261.7% | -40.8% | +302.4% | +257.9% |
| All | +495.2% | +17.4% | +477.8% | +459.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling