+4,328.5%
ADI vs RMBS
+1,363.4%
+2,965.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +2.4% | +3.0% | -0.5% | +1.7% |
| 30D | -6.6% | -14.4% | +7.8% | -3.1% |
| 3M | -9.8% | -42.8% | +33.0% | +2.6% |
| 6M | +15.7% | -1.4% | +17.1% | +12.9% |
| YTD | +35.1% | -5.4% | +40.6% | +31.4% |
| 1Y | +47.7% | +18.6% | +29.1% | +33.7% |
| 3Y | +114.5% | +57.3% | +57.2% | +74.7% |
| 5Y | +141.2% | +265.7% | -124.5% | +59.8% |
| 10Y | +611.3% | +546.0% | +65.3% | +313.0% |
| All | +4,328.5% | +1,363.4% | +2,965.1% | +864.7% |
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