+282.7%
AG vs RMBS
+56.5%
+226.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.9% |
| 7D | -0.1% | +3.5% | -3.6% | -1.0% |
| 30D | +12.5% | -8.6% | +21.0% | +14.9% |
| 3M | +28.2% | -40.3% | +68.5% | +44.0% |
| 6M | -18.8% | -1.0% | -17.9% | -20.2% |
| YTD | +27.4% | -4.6% | +32.0% | +25.1% |
| 1Y | +132.2% | +17.6% | +114.6% | +115.2% |
| All | +282.7% | +56.5% | +226.2% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling