+72.3%
BA vs RMBS
+543.2%
-470.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +2.5% | +3.0% | -0.5% | +1.6% |
| 30D | -10.1% | -14.4% | +4.3% | -6.4% |
| 3M | -2.4% | -42.8% | +40.4% | +12.1% |
| 6M | -8.8% | -1.4% | -7.4% | -15.3% |
| YTD | -2.9% | -5.4% | +2.5% | -10.8% |
| 1Y | -8.8% | +18.6% | -27.3% | -25.4% |
| 3Y | -0.3% | +57.3% | -57.5% | -36.3% |
| 5Y | -0.3% | +265.7% | -266.0% | -62.3% |
| 10Y | +72.3% | +546.0% | -473.7% | -55.7% |
| All | +72.3% | +543.2% | -470.8% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling