+581.2%
BA vs RMBS
+1,339.3%
-758.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -11.6% | -12.2% | +0.5% | -10.5% |
| 3M | -2.4% | -49.5% | +47.2% | +4.1% |
| 6M | -6.6% | -7.1% | +0.5% | -7.7% |
| YTD | -2.2% | -7.0% | +4.8% | -3.9% |
| 1Y | -8.0% | +13.3% | -21.4% | -12.3% |
| 3Y | -5.0% | +49.2% | -54.2% | -14.3% |
| 5Y | -2.7% | +250.0% | -252.7% | -20.1% |
| 10Y | +75.9% | +495.1% | -419.2% | +37.0% |
| All | +581.2% | +1,339.3% | -758.1% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling