+79.3%
ADI vs RMBS
-18.2%
+97.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.0% | +2.8% | -1.6% |
| 7D | -5.1% | -8.9% | +3.8% | -2.8% |
| 30D | -3.1% | -24.8% | +21.8% | +4.3% |
| 3M | +7.1% | -17.6% | +24.7% | +12.0% |
| 6M | +2.9% | -25.7% | +28.6% | +11.1% |
| YTD | +51.1% | -9.8% | +60.9% | +52.4% |
| 1Y | +79.3% | -17.4% | +96.7% | +83.6% |
| All | +79.3% | -18.2% | +97.5% | +83.6% |
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