+37.8%
ALAB vs RMBS
-22.1%
+59.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.7% | +1.1% | +2.1% |
| 7D | +3.4% | +3.0% | +0.5% | +2.1% |
| 30D | -28.8% | -15.5% | -13.2% | -17.5% |
| 3M | -26.0% | -11.5% | -14.5% | -17.4% |
| 6M | +11.4% | -36.5% | +47.9% | +60.8% |
| YTD | +38.8% | -7.1% | +45.9% | +38.1% |
| 1Y | +37.8% | -18.7% | +56.5% | +55.7% |
| All | +37.8% | -22.1% | +59.9% | +55.7% |
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 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