+174.6%
ARM vs RMBS
+26.3%
+148.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.0% | -2.2% | +0.1% |
| 7D | -15.2% | -12.0% | -3.3% | -7.8% |
| 30D | -40.7% | -33.1% | -7.5% | -22.5% |
| 3M | -39.1% | -23.7% | -15.4% | -26.8% |
| 6M | -26.4% | -42.7% | +16.3% | +6.1% |
| YTD | +59.7% | -18.9% | +78.6% | +75.8% |
| 1Y | +10.3% | -30.0% | +40.4% | +31.9% |
| 3Y | +228.9% | +28.8% | +200.0% | +129.1% |
| All | +174.6% | +26.3% | +148.3% | +99.9% |
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 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