+57.3%
RMBS vs ACM
-19.8%
+77.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | +3.0% | -0.3% | +3.2% | +3.1% |
| 30D | -14.4% | -12.9% | -1.5% | -6.9% |
| 3M | -42.8% | -6.4% | -36.5% | -42.1% |
| 6M | -1.4% | -29.2% | +27.8% | +27.2% |
| YTD | -5.4% | -29.9% | +24.5% | +21.7% |
| 1Y | +18.6% | -47.3% | +65.8% | +101.0% |
| 3Y | +57.3% | -19.6% | +76.9% | +75.7% |
| All | +57.3% | -19.8% | +77.1% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling