+345.5%
RMBS vs ACM
+250.9%
+94.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.0% |
| 7D | +3.0% | +3.0% | 0.0% | +1.8% |
| 30D | -15.5% | +19.7% | -35.2% | -22.7% |
| 3M | -11.5% | +5.3% | -16.8% | -15.0% |
| 6M | -36.5% | -10.8% | -25.8% | -34.7% |
| YTD | -7.1% | -25.1% | +18.0% | +4.3% |
| 1Y | -18.7% | -45.8% | +27.1% | +6.7% |
| 3Y | +36.2% | -9.4% | +45.5% | +41.7% |
| 5Y | +252.0% | +4.8% | +247.2% | +242.3% |
| 10Y | +561.2% | +129.8% | +431.4% | +316.1% |
| All | +345.5% | +250.9% | +94.7% | +87.7% |
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 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