-38.3%
BAX vs RMBS
+554.0%
-592.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | -0.6% |
| 7D | -5.4% | +1.2% | -6.6% | -5.6% |
| 30D | -12.4% | -11.5% | -0.9% | -11.3% |
| 3M | +19.1% | -38.2% | +57.3% | +24.9% |
| 6M | +38.6% | -4.8% | +43.4% | +34.8% |
| YTD | +26.7% | -7.1% | +33.8% | +22.8% |
| 1Y | +1.0% | +10.7% | -9.7% | -5.5% |
| 3Y | -33.9% | +54.5% | -88.4% | -43.9% |
| 5Y | -67.0% | +261.7% | -328.7% | -77.2% |
| All | -38.3% | +554.0% | -592.4% | -64.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling