+148.0%
ADBE vs RMBS
+554.0%
-406.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.3% | -1.8% |
| 7D | -12.9% | +1.2% | -14.1% | -13.2% |
| 30D | -5.6% | -11.5% | +5.8% | -3.4% |
| 3M | +6.6% | -38.2% | +44.8% | +16.1% |
| 6M | -9.6% | -4.8% | -4.8% | -16.8% |
| YTD | -28.9% | -7.1% | -21.8% | -35.6% |
| 1Y | -28.9% | +10.7% | -39.6% | -41.4% |
| 3Y | -55.6% | +54.5% | -110.1% | -71.3% |
| 5Y | -62.2% | +261.7% | -323.9% | -84.2% |
| All | +148.0% | +554.0% | -406.0% | -28.8% |
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