+233.0%
BAC vs RMBS
+579.1%
-346.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -1.3% |
| 7D | -1.9% | +3.0% | -4.8% | -2.9% |
| 30D | -7.2% | -15.5% | +8.4% | -4.4% |
| 3M | -20.4% | -11.5% | -9.0% | -19.5% |
| 6M | +1.3% | -36.5% | +37.8% | +7.6% |
| YTD | -6.4% | -7.1% | +0.7% | -13.9% |
| 1Y | -3.5% | -18.7% | +15.1% | -8.4% |
| 3Y | +96.7% | +36.2% | +60.5% | +43.5% |
| 5Y | +20.6% | +252.0% | -231.4% | -46.5% |
| 10Y | +233.0% | +561.2% | -328.2% | -1.4% |
| All | +233.0% | +579.1% | -346.0% | -1.4% |
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 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