-7.4%
ABT vs RMBS
+240.2%
-247.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.2% |
| 7D | -1.3% | +10.3% | -11.6% | -1.3% |
| 30D | +6.0% | -10.7% | +16.8% | +6.1% |
| 3M | -1.9% | -17.2% | +15.3% | -1.8% |
| 6M | +31.2% | -39.0% | +70.2% | +31.8% |
| YTD | -11.2% | -10.5% | -0.7% | -13.0% |
| 1Y | -14.0% | -11.0% | -3.0% | -15.7% |
| 3Y | +20.7% | +31.3% | -10.7% | +12.1% |
| All | -7.4% | +240.2% | -247.6% | -32.4% |
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