-1.5%
BAC vs RMBS
-18.2%
+16.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.0% | +4.2% |
| 7D | +1.5% | -8.9% | +10.5% | +1.9% |
| 30D | -4.4% | -24.8% | +20.5% | -3.3% |
| 3M | -17.5% | -17.6% | +0.1% | -17.0% |
| 6M | -0.1% | -25.7% | +25.6% | -0.1% |
| YTD | -4.6% | -9.8% | +5.2% | -8.2% |
| 1Y | -1.5% | -17.4% | +15.9% | -5.3% |
| All | -1.5% | -18.2% | +16.7% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling