-39.0%
RMBS vs ACI
-14.9%
-24.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.5% |
| 7D | +10.3% | +2.3% | +8.1% | +11.3% |
| 30D | -10.7% | +1.2% | -12.0% | -9.8% |
| 3M | -17.2% | +6.8% | -24.0% | -14.1% |
| 6M | -39.0% | -18.7% | -20.3% | -44.8% |
| All | -39.0% | -14.9% | -24.1% | -44.8% |
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 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