+335.3%
BAC vs RMBS
+1,339.3%
-1,004.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -0.4% | -12.2% | +11.8% | +1.4% |
| 3M | +16.9% | -49.5% | +66.4% | +28.0% |
| 6M | +26.6% | -7.1% | +33.8% | +23.9% |
| YTD | +15.8% | -7.0% | +22.8% | +12.3% |
| 1Y | +27.2% | +13.3% | +13.8% | +18.0% |
| 3Y | +132.4% | +49.2% | +83.2% | +97.8% |
| 5Y | +72.6% | +250.0% | -177.4% | +26.0% |
| 10Y | +389.7% | +495.1% | -105.4% | +225.5% |
| All | +335.3% | +1,339.3% | -1,004.1% | +70.2% |
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