+270.9%
RMBS vs ACM
+2.7%
+268.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +2.9% |
| 7D | +3.5% | -3.7% | +7.1% | +6.0% |
| 30D | -8.6% | -12.7% | +4.1% | -1.6% |
| 3M | -40.3% | -9.8% | -30.5% | -38.1% |
| 6M | -1.0% | -31.4% | +30.4% | +26.9% |
| YTD | -4.6% | -32.1% | +27.5% | +22.3% |
| 1Y | +17.6% | -47.8% | +65.4% | +86.5% |
| 3Y | +58.6% | -22.1% | +80.7% | +85.2% |
| 5Y | +270.9% | +1.8% | +269.1% | +271.4% |
| All | +270.9% | +2.7% | +268.2% | +271.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling