+25.7%
ABNB vs RMBS
+387.2%
-361.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | +19.3% | -12.2% | +31.5% | +22.7% |
| 3M | +36.1% | -49.5% | +85.6% | +58.5% |
| 6M | +34.2% | -7.1% | +41.4% | +25.8% |
| YTD | +34.1% | -7.0% | +41.1% | +23.2% |
| 1Y | +45.1% | +13.3% | +31.8% | +19.9% |
| 3Y | +37.1% | +49.2% | -12.1% | -9.8% |
| 5Y | +15.2% | +250.0% | -234.8% | -58.1% |
| All | +25.7% | +387.2% | -361.5% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling