+279.0%
ADP vs RMBS
+557.5%
-278.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -5.7% | +3.5% | -9.1% | -6.1% |
| 30D | -3.1% | -8.6% | +5.5% | -2.2% |
| 3M | +15.6% | -40.3% | +55.9% | +22.5% |
| 6M | +20.8% | -1.0% | +21.8% | +14.4% |
| YTD | +4.7% | -4.6% | +9.4% | -1.2% |
| 1Y | -8.3% | +17.6% | -25.9% | -18.9% |
| 3Y | +13.6% | +58.6% | -45.1% | -14.0% |
| 5Y | +45.0% | +270.9% | -225.9% | -22.2% |
| 10Y | +279.0% | +569.1% | -290.1% | +47.2% |
| All | +279.0% | +557.5% | -278.6% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling