+525.6%
RMBS vs ACM
+132.1%
+393.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -8.4% | +6.6% | -15.0% | -11.4% |
| 30D | -24.9% | +19.8% | -44.6% | -31.9% |
| 3M | -15.8% | -3.1% | -12.6% | -15.8% |
| 6M | -37.5% | -11.5% | -26.0% | -35.0% |
| YTD | -12.1% | -24.7% | +12.6% | +0.4% |
| 1Y | -27.0% | -45.1% | +18.1% | -0.3% |
| 3Y | +28.8% | -8.9% | +37.7% | +35.1% |
| 5Y | +236.2% | +5.4% | +230.8% | +226.9% |
| All | +525.6% | +132.1% | +393.5% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling