+133.5%
ADI vs RMBS
+267.8%
-134.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +2.6% | +3.5% | -0.8% | +1.4% |
| 30D | -4.6% | -8.6% | +4.0% | -1.7% |
| 3M | -9.5% | -40.3% | +30.8% | +7.4% |
| 6M | +14.8% | -1.0% | +15.8% | +9.2% |
| YTD | +35.8% | -4.6% | +40.4% | +27.3% |
| 1Y | +48.9% | +17.6% | +31.4% | +23.5% |
| 3Y | +115.6% | +58.6% | +56.9% | +40.5% |
| All | +133.5% | +267.8% | -134.3% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling