-32.1%
BAX vs RMBS
+55.2%
-87.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.4% | -3.9% |
| 7D | -2.4% | +3.0% | -5.4% | -2.7% |
| 30D | -9.7% | -14.4% | +4.7% | -8.7% |
| 3M | +29.3% | -42.8% | +72.1% | +34.6% |
| 6M | +40.7% | -1.4% | +42.1% | +36.6% |
| YTD | +30.3% | -5.4% | +35.7% | +26.4% |
| 1Y | +3.4% | +18.6% | -15.2% | -2.6% |
| All | -32.1% | +55.2% | -87.2% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling