-63.1%
BAX vs RMBS
+240.0%
-303.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.6% | -8.4% | +12.1% | +4.2% |
| 30D | +8.5% | -24.9% | +33.4% | +10.6% |
| 3M | -4.9% | -15.8% | +10.9% | -4.1% |
| 6M | +47.0% | -37.5% | +84.5% | +50.3% |
| YTD | +38.4% | -12.1% | +50.6% | +35.0% |
| 1Y | +49.1% | -27.0% | +76.1% | +47.5% |
| 3Y | -14.9% | +28.8% | -43.7% | -23.0% |
| 5Y | -63.1% | +236.2% | -299.3% | -71.2% |
| All | -63.1% | +240.0% | -303.2% | -71.2% |
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