+65.3%
RMBS vs ADVB
-88.8%
+154.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +1.7% |
| 7D | +3.0% | -14.0% | +16.9% | +3.1% |
| 30D | -14.4% | +41.0% | -55.4% | -14.7% |
| 3M | -42.8% | +127.9% | -170.8% | -44.8% |
| 6M | -1.4% | +101.3% | -102.7% | -6.3% |
| YTD | -5.4% | +53.8% | -59.2% | -8.6% |
| 1Y | +18.6% | +4.4% | +14.2% | +16.0% |
| All | +65.3% | -88.8% | +154.0% | +109.4% |
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