-0.9%
BA vs RMBS
+250.7%
-251.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -11.6% | -12.2% | +0.5% | -9.6% |
| 3M | -2.4% | -49.5% | +47.2% | +9.6% |
| 6M | -6.6% | -7.1% | +0.5% | -10.2% |
| YTD | -2.2% | -7.0% | +4.8% | -7.4% |
| 1Y | -8.0% | +13.3% | -21.4% | -19.0% |
| 3Y | -5.0% | +49.2% | -54.2% | -29.4% |
| All | -0.9% | +250.7% | -251.6% | -51.4% |
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