+275.6%
RMBS vs ACWI
+356.8%
-81.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | +0.5% | -0.8% | -1.0% |
| 30D | -12.2% | +0.9% | -13.0% | -13.1% |
| 3M | -49.5% | +2.4% | -51.9% | -50.2% |
| 6M | -7.1% | +12.4% | -19.5% | -17.7% |
| YTD | -7.0% | +15.2% | -22.2% | -19.5% |
| 1Y | +13.3% | +22.7% | -9.4% | -8.1% |
| 3Y | +49.2% | +75.8% | -26.5% | -16.9% |
| 5Y | +250.0% | +67.7% | +182.2% | +109.9% |
| 10Y | +495.1% | +229.0% | +266.1% | +65.7% |
| All | +275.6% | +356.8% | -81.2% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling