-16.5%
RMBS vs ACWI
+12.3%
-28.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +1.8% |
| 7D | +3.0% | -0.7% | +3.6% | +6.8% |
| 30D | -15.5% | -2.0% | -13.5% | -8.0% |
| 3M | -11.5% | -2.2% | -9.3% | -2.5% |
| 6M | -36.5% | +1.9% | -38.4% | -36.5% |
| YTD | -7.1% | +12.0% | -19.1% | -28.1% |
| All | -16.5% | +12.3% | -28.8% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling