+14.6%
AA vs RMBS
+266.6%
-252.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.0% |
| 7D | +1.7% | +3.0% | -1.3% | +0.7% |
| 30D | +3.3% | -14.4% | +17.7% | +8.4% |
| 3M | -29.4% | -42.8% | +13.4% | -16.2% |
| 6M | -12.8% | -1.4% | -11.4% | -18.0% |
| YTD | -2.1% | -5.4% | +3.3% | -9.3% |
| 1Y | +62.8% | +18.6% | +44.2% | +34.4% |
| 3Y | +90.5% | +57.3% | +33.2% | +25.1% |
| All | +14.6% | +266.6% | -252.0% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling