+38.6%
ALB vs RMBS
+534.0%
-495.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.2% |
| 7D | -5.8% | +10.3% | -16.1% | -9.2% |
| 30D | -4.5% | -10.7% | +6.2% | -2.3% |
| 3M | -28.1% | -17.2% | -10.9% | -25.2% |
| 6M | -53.2% | -39.0% | -14.2% | -47.2% |
| YTD | -33.3% | -10.5% | -22.8% | -40.0% |
| 1Y | -17.4% | -11.0% | -6.5% | -26.2% |
| 3Y | -14.1% | +31.3% | -45.5% | -44.2% |
| 5Y | -64.0% | +242.8% | -306.8% | -87.1% |
| All | +38.6% | +534.0% | -495.4% | -67.1% |
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