-35.1%
AUR vs RMBS
+265.4%
-300.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.6% |
| 7D | +1.4% | +1.8% | -0.3% | +0.5% |
| 30D | -6.4% | -13.9% | +7.5% | +1.1% |
| 3M | +7.7% | -39.8% | +47.5% | +37.0% |
| 6M | +44.5% | -6.0% | +50.5% | +35.0% |
| YTD | +67.4% | -5.4% | +72.8% | +50.4% |
| 1Y | +15.4% | -1.8% | +17.3% | -2.8% |
| 3Y | +94.8% | +53.7% | +41.2% | +6.8% |
| All | -35.1% | +265.4% | -300.5% | -86.8% |
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