-2.6%
BAX vs RMBS
+11.7%
-14.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -7.9% | +1.8% | -9.6% | -8.0% |
| 30D | -11.7% | -13.9% | +2.2% | -10.9% |
| 3M | +16.2% | -39.8% | +56.0% | +19.7% |
| 6M | +32.0% | -6.0% | +38.0% | +26.1% |
| YTD | +24.7% | -5.4% | +30.1% | +18.6% |
| 1Y | -2.6% | -1.8% | -0.8% | -8.1% |
| All | -2.6% | +11.7% | -14.3% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling