+26.6%
BA vs RMBS
+536.4%
-509.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -8.4% | +8.5% | +1.8% |
| 30D | -8.9% | -24.9% | +15.9% | -2.6% |
| 3M | -25.5% | -15.8% | -9.7% | -23.4% |
| 6M | -27.0% | -37.5% | +10.6% | -21.1% |
| YTD | -20.1% | -12.1% | -8.0% | -26.4% |
| 1Y | -11.0% | -27.0% | +16.0% | -13.5% |
| 3Y | -11.8% | +28.8% | -40.7% | -39.3% |
| 5Y | -20.6% | +236.2% | -256.9% | -69.7% |
| 10Y | +26.6% | +546.6% | -520.0% | -67.9% |
| All | +26.6% | +536.4% | -509.8% | -67.9% |
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 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