-18.0%
AA vs RMBS
+249.7%
-267.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | +5.3% | +21.9% | -16.7% | -1.3% |
| 30D | -2.3% | -13.4% | +11.2% | +1.5% |
| 3M | -20.8% | -15.9% | -4.9% | -17.7% |
| 6M | -39.8% | -34.8% | -5.0% | -33.2% |
| YTD | -23.3% | -7.5% | -15.8% | -29.6% |
| 1Y | +1.8% | -16.9% | +18.7% | -3.0% |
| 3Y | +69.5% | +35.5% | +34.0% | +17.9% |
| 5Y | -18.0% | +254.2% | -272.2% | -69.3% |
| All | -18.0% | +249.7% | -267.7% | -69.3% |
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