+15.9%
ABNB vs RMBS
+386.6%
-370.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.5% |
| 7D | -9.5% | +1.2% | -10.7% | -9.8% |
| 30D | -9.4% | -11.5% | +2.1% | -7.0% |
| 3M | +29.9% | -38.2% | +68.1% | +43.6% |
| 6M | +26.6% | -4.8% | +31.3% | +17.7% |
| YTD | +23.5% | -7.1% | +30.6% | +13.6% |
| 1Y | +35.8% | +10.7% | +25.2% | +13.2% |
| 3Y | +15.0% | +54.5% | -39.5% | -25.7% |
| 5Y | +1.5% | +261.7% | -260.2% | -63.5% |
| All | +15.9% | +386.6% | -370.7% | -59.8% |
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