+4,768.9%
ADBE vs RMBS
+1,363.4%
+3,405.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -3.8% |
| 7D | -10.1% | +3.0% | -13.0% | -10.5% |
| 30D | -3.0% | -14.4% | +11.4% | -0.7% |
| 3M | +5.0% | -42.8% | +47.9% | +13.4% |
| 6M | -9.3% | -1.4% | -7.9% | -13.6% |
| YTD | -26.5% | -5.4% | -21.1% | -30.3% |
| 1Y | -28.3% | +18.6% | -46.8% | -35.8% |
| 3Y | -54.1% | +57.3% | -111.4% | -62.8% |
| 5Y | -61.2% | +265.7% | -326.9% | -73.2% |
| 10Y | +152.5% | +546.0% | -393.5% | +55.6% |
| All | +4,768.9% | +1,363.4% | +3,405.5% | +1,731.5% |
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