+117.0%
AA vs RMBS
+566.4%
-449.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.9% |
| 7D | -3.4% | +1.8% | -5.2% | -4.1% |
| 30D | -5.8% | -13.9% | +8.1% | +0.1% |
| 3M | -29.9% | -39.8% | +9.9% | -15.6% |
| 6M | -27.0% | -6.0% | -21.0% | -31.4% |
| YTD | -8.7% | -5.4% | -3.4% | -17.6% |
| 1Y | +50.6% | -1.8% | +52.5% | +30.1% |
| 3Y | +74.1% | +53.7% | +20.4% | +4.1% |
| 5Y | +2.6% | +268.5% | -265.9% | -66.7% |
| All | +117.0% | +566.4% | -449.5% | -54.4% |
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