+1,432.1%
ABT vs RMBS
+1,284.9%
+147.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.3% |
| 7D | -1.3% | +10.3% | -11.6% | -1.7% |
| 30D | +6.0% | -10.7% | +16.8% | +6.3% |
| 3M | -1.9% | -17.2% | +15.3% | -1.5% |
| 6M | +31.2% | -39.0% | +70.2% | +32.7% |
| YTD | -11.2% | -10.5% | -0.7% | -12.3% |
| 1Y | -14.0% | -11.0% | -3.0% | -15.0% |
| 3Y | +20.7% | +31.3% | -10.7% | +15.2% |
| 5Y | -6.7% | +242.8% | -249.4% | -15.3% |
| 10Y | +226.3% | +536.9% | -310.7% | +186.2% |
| All | +1,432.1% | +1,284.9% | +147.2% | +885.0% |
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