+133.8%
ADI vs RMBS
+240.2%
-106.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.5% | -1.6% |
| 7D | +9.5% | +10.3% | -0.9% | +5.7% |
| 30D | -1.4% | -10.7% | +9.3% | +2.4% |
| 3M | +4.7% | -17.2% | +21.9% | +10.8% |
| 6M | -7.4% | -39.0% | +31.6% | +7.1% |
| YTD | +48.1% | -10.5% | +58.6% | +40.7% |
| 1Y | +69.6% | -11.0% | +80.6% | +60.6% |
| 3Y | +144.4% | +31.3% | +113.0% | +73.0% |
| All | +133.8% | +240.2% | -106.4% | -13.5% |
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 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