+2,754.6%
ADP vs RMBS
+1,337.6%
+1,416.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.1% |
| 7D | +0.9% | +3.0% | -2.0% | +0.5% |
| 30D | +11.9% | -15.5% | +27.4% | +12.9% |
| 3M | +13.7% | -11.5% | +25.2% | +14.0% |
| 6M | +46.8% | -36.5% | +83.3% | +49.4% |
| YTD | +21.8% | -7.1% | +28.9% | +18.5% |
| 1Y | +23.5% | -18.7% | +42.2% | +21.3% |
| 3Y | +44.1% | +36.2% | +7.9% | +31.3% |
| 5Y | +49.9% | +252.0% | -202.1% | +24.4% |
| 10Y | +318.8% | +561.2% | -242.4% | +226.8% |
| All | +2,754.6% | +1,337.6% | +1,416.9% | +1,474.5% |
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 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