+41.6%
AA vs RMBS
+534.0%
-492.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -0.5% |
| 7D | +0.5% | +10.3% | -9.8% | -3.4% |
| 30D | -0.6% | -10.7% | +10.1% | +2.8% |
| 3M | -19.7% | -17.2% | -2.4% | -15.4% |
| 6M | -41.6% | -39.0% | -2.6% | -32.1% |
| YTD | -24.6% | -10.5% | -14.1% | -32.0% |
| 1Y | +4.9% | -11.0% | +15.8% | -5.7% |
| 3Y | +66.8% | +31.3% | +35.5% | +7.0% |
| 5Y | -19.4% | +242.8% | -262.2% | -73.6% |
| All | +41.6% | +534.0% | -492.4% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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