-22.1%
BA vs RMBS
+208.7%
-230.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | -0.7% |
| 7D | +1.1% | -12.0% | +13.0% | +3.0% |
| 30D | -7.9% | -33.1% | +25.2% | -1.5% |
| 3M | -25.3% | -23.7% | -1.6% | -22.4% |
| 6M | -24.6% | -42.7% | +18.1% | -19.1% |
| YTD | -20.1% | -18.9% | -1.2% | -23.2% |
| 1Y | -11.8% | -30.0% | +18.3% | -12.8% |
| 3Y | -10.1% | +28.8% | -38.9% | -31.5% |
| All | -22.1% | +208.7% | -230.9% | -65.5% |
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