+257.6%
ALAB vs RMBS
+39.5%
+218.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -0.2% |
| 7D | +16.3% | +10.3% | +6.0% | +8.5% |
| 30D | -26.1% | -10.7% | -15.4% | -18.7% |
| 3M | -31.3% | -17.2% | -14.1% | -19.7% |
| 6M | -1.0% | -39.0% | +38.0% | +45.6% |
| YTD | +33.3% | -10.5% | +43.9% | +42.9% |
| 1Y | +53.5% | -11.0% | +64.5% | +66.0% |
| All | +257.6% | +39.5% | +218.1% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling