+227.6%
RMBS vs ACWI
+330.0%
-102.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | -12.0% | -2.4% | -9.6% | -8.6% |
| 30D | -33.1% | -5.2% | -28.0% | -27.5% |
| 3M | -23.7% | -4.8% | -18.9% | -17.2% |
| 6M | -42.7% | -1.3% | -41.4% | -39.5% |
| YTD | -18.9% | +8.4% | -27.3% | -22.8% |
| 1Y | -30.0% | +11.0% | -41.0% | -35.0% |
| 3Y | +28.8% | +70.6% | -41.7% | -24.3% |
| 5Y | +210.5% | +55.3% | +155.2% | +109.0% |
| 10Y | +524.7% | +223.2% | +301.5% | +82.0% |
| All | +227.6% | +330.0% | -102.3% | -26.5% |
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