+197.1%
ABT vs RMBS
+566.4%
-369.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -5.9% | +1.8% | -7.7% | -6.0% |
| 30D | -8.1% | -13.9% | +5.8% | -7.0% |
| 3M | +14.5% | -39.8% | +54.3% | +19.0% |
| 6M | -6.3% | -6.0% | -0.3% | -8.9% |
| YTD | -17.1% | -5.4% | -11.8% | -20.3% |
| 1Y | -21.4% | -1.8% | -19.5% | -25.7% |
| 3Y | +5.9% | +53.7% | -47.7% | -12.7% |
| 5Y | -12.8% | +268.5% | -281.3% | -45.8% |
| All | +197.1% | +566.4% | -369.3% | +46.3% |
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 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