-25.9%
ADBE vs RMBS
-18.2%
-7.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +6.9% | +0.3% |
| 7D | -0.5% | -8.9% | +8.4% | -1.5% |
| 30D | +4.1% | -24.8% | +28.9% | +1.0% |
| 3M | -3.5% | -17.6% | +14.1% | -4.9% |
| 6M | -2.2% | -25.7% | +23.5% | -3.9% |
| YTD | -29.0% | -9.8% | -19.2% | -27.7% |
| 1Y | -25.9% | -17.4% | -8.5% | -24.9% |
| All | -25.9% | -18.2% | -7.7% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling