+17.6%
RMBS vs ACM
-48.7%
+66.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.9% |
| 7D | +3.5% | -3.7% | +7.1% | +4.7% |
| 30D | -8.6% | -12.7% | +4.1% | -4.0% |
| 3M | -40.3% | -9.8% | -30.5% | -38.5% |
| 6M | -1.0% | -31.4% | +30.4% | +21.7% |
| YTD | -4.6% | -32.1% | +27.5% | +17.6% |
| 1Y | +17.6% | -47.8% | +65.4% | +59.8% |
| All | +17.6% | -48.7% | +66.3% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling