-7.1%
RMBS vs ACI
-26.5%
+19.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.2% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -12.2% | +5.9% | -18.1% | -10.2% |
| 3M | -49.5% | -19.8% | -29.8% | -53.5% |
| 6M | -7.1% | -24.7% | +17.6% | -19.6% |
| All | -7.1% | -26.5% | +19.4% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling