-3.5%
BAC vs RMBS
-22.1%
+18.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.3% |
| 7D | -1.9% | +3.0% | -4.8% | -2.1% |
| 30D | -7.2% | -15.5% | +8.4% | -6.6% |
| 3M | -20.4% | -11.5% | -9.0% | -20.2% |
| 6M | +1.3% | -36.5% | +37.8% | +2.4% |
| YTD | -6.4% | -7.1% | +0.7% | -11.3% |
| 1Y | -3.5% | -18.7% | +15.1% | -7.6% |
| All | -3.5% | -22.1% | +18.5% | -7.6% |
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