+80.2%
ALB vs RMBS
+554.0%
-473.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.1% |
| 7D | -7.6% | +1.2% | -8.8% | -8.0% |
| 30D | -5.6% | -11.5% | +5.9% | -1.8% |
| 3M | -16.8% | -38.2% | +21.4% | -2.8% |
| 6M | -26.3% | -4.8% | -21.6% | -31.5% |
| YTD | -13.2% | -7.1% | -6.1% | -20.9% |
| 1Y | +68.8% | +10.7% | +58.1% | +37.2% |
| 3Y | -30.7% | +54.5% | -85.2% | -57.3% |
| 5Y | -46.3% | +261.7% | -307.9% | -80.5% |
| All | +80.2% | +554.0% | -473.8% | -53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling