+270.9%
RMBS vs ACI
-43.7%
+314.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.7% |
| 7D | +3.5% | -5.0% | +8.5% | +3.2% |
| 30D | -8.6% | -2.3% | -6.3% | -8.7% |
| 3M | -40.3% | -23.2% | -17.1% | -40.7% |
| 6M | -1.0% | -29.5% | +28.5% | -1.8% |
| YTD | -4.6% | -28.6% | +24.0% | -5.5% |
| 1Y | +17.6% | -34.0% | +51.6% | +16.9% |
| 3Y | +58.6% | -45.0% | +103.6% | +59.2% |
| 5Y | +270.9% | -44.0% | +314.9% | +257.4% |
| All | +270.9% | -43.7% | +314.6% | +257.4% |
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