+2,141.5%
ALB vs RMBS
+1,339.3%
+802.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.8% | -4.6% |
| 7D | -8.1% | -0.3% | -7.7% | -8.0% |
| 30D | +6.3% | -12.2% | +18.4% | +8.0% |
| 3M | -23.6% | -49.5% | +26.0% | -16.8% |
| 6M | -24.6% | -7.1% | -17.5% | -25.4% |
| YTD | -10.3% | -7.0% | -3.3% | -11.9% |
| 1Y | +61.5% | +13.3% | +48.1% | +53.2% |
| 3Y | -34.0% | +49.2% | -83.2% | -40.7% |
| 5Y | -44.6% | +250.0% | -294.5% | -55.3% |
| 10Y | +76.1% | +495.1% | -419.0% | +33.3% |
| All | +2,141.5% | +1,339.3% | +802.1% | +1,075.7% |
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