+240.5%
RMBS vs ACI
-42.9%
+283.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.3% |
| 7D | +10.3% | +2.3% | +8.1% | +10.6% |
| 30D | -10.7% | +1.2% | -12.0% | -10.5% |
| 3M | -17.2% | +6.8% | -24.0% | -16.5% |
| 6M | -39.0% | -18.7% | -20.3% | -38.9% |
| YTD | -10.5% | -20.2% | +9.7% | -10.4% |
| 1Y | -11.0% | -23.7% | +12.7% | -10.7% |
| 3Y | +31.3% | -31.6% | +63.0% | +31.6% |
| All | +240.5% | -42.9% | +283.4% | +233.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling