+250.8%
BAC vs RMBS
+1,331.1%
-1,080.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +1.5% | +21.9% | -20.4% | -1.6% |
| 30D | -6.4% | -13.4% | +7.1% | -4.8% |
| 3M | -21.7% | -15.9% | -5.8% | -20.4% |
| 6M | +0.5% | -34.8% | +35.3% | +4.5% |
| YTD | -6.7% | -7.5% | +0.8% | -10.2% |
| 1Y | -4.7% | -16.9% | +12.2% | -7.0% |
| 3Y | +96.1% | +35.5% | +60.5% | +68.7% |
| 5Y | +21.7% | +254.2% | -232.5% | -12.0% |
| 10Y | +232.0% | +558.2% | -326.2% | +115.9% |
| All | +250.8% | +1,331.1% | -1,080.3% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling