+20.6%
BAC vs RMBS
+249.4%
-228.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.8% |
| 7D | -1.9% | +3.0% | -4.8% | -2.4% |
| 30D | -7.2% | -15.5% | +8.4% | -5.5% |
| 3M | -20.4% | -11.5% | -9.0% | -19.8% |
| 6M | +1.3% | -36.5% | +37.8% | +5.2% |
| YTD | -6.4% | -7.1% | +0.7% | -11.1% |
| 1Y | -3.5% | -18.7% | +15.1% | -6.5% |
| 3Y | +96.7% | +36.2% | +60.5% | +62.0% |
| 5Y | +20.6% | +252.0% | -231.4% | -28.3% |
| All | +20.6% | +249.4% | -228.8% | -28.3% |
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 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