-67.1%
BAX vs RMBS
+269.8%
-336.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -5.1% | +3.5% | -8.6% | -5.4% |
| 30D | -12.2% | -8.6% | -3.6% | -11.6% |
| 3M | +21.8% | -40.3% | +62.1% | +26.4% |
| 6M | +36.3% | -1.0% | +37.3% | +32.8% |
| YTD | +27.8% | -4.6% | +32.4% | +24.4% |
| 1Y | -0.1% | +17.6% | -17.6% | -5.2% |
| 3Y | -33.3% | +58.6% | -92.0% | -40.4% |
| 5Y | -67.1% | +270.9% | -338.0% | -74.2% |
| All | -67.1% | +269.8% | -336.9% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling