-42.5%
ALB vs RMBS
+260.2%
-302.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | -4.4% | +3.0% | -7.4% | -5.3% |
| 30D | -1.2% | -14.4% | +13.2% | +3.3% |
| 3M | -13.3% | -42.8% | +29.5% | +1.7% |
| 6M | -19.8% | -1.4% | -18.4% | -25.5% |
| YTD | -7.9% | -5.4% | -2.5% | -15.6% |
| 1Y | +60.2% | +18.6% | +41.6% | +29.5% |
| 3Y | -26.4% | +57.3% | -83.7% | -53.2% |
| 5Y | -42.5% | +265.7% | -308.2% | -81.5% |
| All | -42.5% | +260.2% | -302.8% | -81.5% |
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