+1,590.7%
ALB vs RMBS
+1,260.2%
+330.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.3% | -4.2% |
| 7D | +5.3% | -8.4% | +13.7% | +6.1% |
| 30D | -6.3% | -24.9% | +18.6% | -3.2% |
| 3M | -27.4% | -15.8% | -11.6% | -26.4% |
| 6M | -53.1% | -37.5% | -15.6% | -50.9% |
| YTD | -32.3% | -12.1% | -20.2% | -33.5% |
| 1Y | -7.3% | -27.0% | +19.7% | -6.9% |
| 3Y | -14.9% | +28.8% | -43.8% | -22.6% |
| 5Y | -62.0% | +236.2% | -298.2% | -69.4% |
| 10Y | +33.0% | +546.6% | -513.6% | -0.6% |
| All | +1,590.7% | +1,260.2% | +330.5% | +786.7% |
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 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