+400.4%
ALAB vs RMBS
+45.0%
+355.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.4% | +8.8% |
| 7D | +7.2% | -0.3% | +7.6% | +7.7% |
| 30D | -2.5% | -12.2% | +9.6% | +6.9% |
| 3M | -13.3% | -49.5% | +36.2% | +41.9% |
| 6M | +172.8% | -7.1% | +180.0% | +188.5% |
| YTD | +86.6% | -7.0% | +93.6% | +90.9% |
| 1Y | +65.2% | +13.3% | +51.8% | +41.4% |
| All | +400.4% | +45.0% | +355.4% | +230.5% |
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