-62.0%
ALNY vs RMBS
-18.2%
-43.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +0.7% |
| 7D | -30.7% | -8.9% | -21.8% | -30.8% |
| 30D | -26.7% | -24.8% | -1.9% | -27.2% |
| 3M | -26.4% | -17.6% | -8.9% | -26.7% |
| 6M | -45.9% | -25.7% | -20.3% | -46.2% |
| YTD | -59.5% | -9.8% | -49.7% | -60.8% |
| 1Y | -62.0% | -17.4% | -44.6% | -62.9% |
| All | -62.0% | -18.2% | -43.8% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling