+72.9%
BAC vs RMBS
+260.2%
-187.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.7% |
| 7D | +1.2% | +3.0% | -1.8% | +0.8% |
| 30D | -0.7% | -14.4% | +13.7% | +1.2% |
| 3M | +16.9% | -42.8% | +59.8% | +25.0% |
| 6M | +29.6% | -1.4% | +31.0% | +24.3% |
| YTD | +15.3% | -5.4% | +20.7% | +10.1% |
| 1Y | +28.8% | +18.6% | +10.3% | +16.0% |
| 3Y | +136.4% | +57.3% | +79.1% | +89.5% |
| 5Y | +72.9% | +265.7% | -192.8% | +5.9% |
| All | +72.9% | +260.2% | -187.3% | +5.9% |
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