+53.6%
RMBS vs ADVB
-97.4%
+151.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +8.3% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | -24.9% | -61.4% | +36.5% | -24.1% |
| 3M | -20.5% | -67.8% | +47.3% | -19.7% |
| 6M | -37.5% | -66.9% | +29.4% | -37.9% |
| YTD | -12.1% | -64.9% | +52.8% | -14.0% |
| 1Y | -25.0% | -74.8% | +49.7% | -24.9% |
| All | +53.6% | -97.4% | +151.0% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling