-10.6%
BA vs RMBS
-18.2%
+7.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +2.6% |
| 7D | +5.9% | -8.9% | +14.8% | +6.7% |
| 30D | -8.2% | -24.8% | +16.7% | -6.1% |
| 3M | -25.4% | -17.6% | -7.8% | -24.4% |
| 6M | -20.0% | -25.7% | +5.6% | -19.8% |
| YTD | -18.5% | -9.8% | -8.7% | -23.1% |
| 1Y | -10.6% | -17.4% | +6.7% | -15.9% |
| All | -10.6% | -18.2% | +7.6% | -15.9% |
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