+40.1%
ALAB vs RMBS
+19.9%
+20.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +3.4% |
| 7D | +9.6% | +3.5% | +6.2% | +7.0% |
| 30D | -5.3% | -8.6% | +3.3% | +0.8% |
| 3M | -12.0% | -40.3% | +28.3% | +25.1% |
| 6M | +145.7% | -1.0% | +146.7% | +156.6% |
| YTD | +80.7% | -4.6% | +85.3% | +87.8% |
| 1Y | +40.1% | +17.6% | +22.5% | +39.2% |
| All | +40.1% | +19.9% | +20.3% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling