+546.0%
RMBS vs ACWI
+226.0%
+320.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.4% |
| 7D | +3.0% | +1.1% | +1.9% | +1.1% |
| 30D | -14.4% | -0.2% | -14.2% | -14.0% |
| 3M | -42.8% | +4.7% | -47.5% | -46.1% |
| 6M | -1.4% | +14.5% | -15.9% | -17.2% |
| YTD | -5.4% | +14.6% | -20.1% | -19.9% |
| 1Y | +18.6% | +21.4% | -2.9% | -6.2% |
| 3Y | +57.3% | +77.6% | -20.3% | -20.8% |
| 5Y | +265.7% | +68.1% | +197.6% | +101.3% |
| 10Y | +546.0% | +226.1% | +319.9% | +60.8% |
| All | +546.0% | +226.0% | +320.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling