+569.1%
RMBS vs ACM
+124.8%
+444.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +2.5% |
| 7D | +3.5% | -3.7% | +7.1% | +5.5% |
| 30D | -8.6% | -12.7% | +4.1% | -3.1% |
| 3M | -40.3% | -9.8% | -30.5% | -38.4% |
| 6M | -1.0% | -31.4% | +30.4% | +19.4% |
| YTD | -4.6% | -32.1% | +27.5% | +15.3% |
| 1Y | +17.6% | -47.8% | +65.4% | +65.5% |
| 3Y | +58.6% | -22.1% | +80.7% | +81.3% |
| 5Y | +270.9% | +1.8% | +269.1% | +269.4% |
| 10Y | +569.1% | +132.5% | +436.5% | +340.2% |
| All | +569.1% | +124.8% | +444.3% | +340.2% |
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