+346.0%
RMBS vs ACM
+230.8%
+115.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -0.3% | -3.7% | +3.4% | +1.5% |
| 30D | -12.2% | -11.1% | -1.1% | -8.1% |
| 3M | -49.5% | -8.0% | -41.6% | -48.5% |
| 6M | -7.1% | -29.7% | +22.5% | +8.1% |
| YTD | -7.0% | -29.4% | +22.4% | +7.8% |
| 1Y | +13.3% | -46.4% | +59.8% | +50.7% |
| 3Y | +49.2% | -22.3% | +71.6% | +67.8% |
| 5Y | +250.0% | +4.5% | +245.5% | +241.0% |
| 10Y | +495.1% | +127.6% | +367.5% | +276.4% |
| All | +346.0% | +230.8% | +115.2% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling