+1,380.6%
ABT vs RMBS
+1,363.4%
+17.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | -3.1% | +3.0% | -6.1% | -3.2% |
| 30D | -2.1% | -14.4% | +12.3% | -1.6% |
| 3M | +17.4% | -42.8% | +60.3% | +19.7% |
| 6M | -2.4% | -1.4% | -1.0% | -3.3% |
| YTD | -14.2% | -5.4% | -8.8% | -15.2% |
| 1Y | -18.3% | +18.6% | -36.9% | -20.3% |
| 3Y | +11.5% | +57.3% | -45.8% | +5.7% |
| 5Y | -9.9% | +265.7% | -275.6% | -18.3% |
| 10Y | +204.4% | +546.0% | -341.7% | +167.5% |
| All | +1,380.6% | +1,363.4% | +17.2% | +852.5% |
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