+18.6%
RMBS vs ADVB
+10.9%
+7.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +1.6% |
| 7D | +3.0% | -14.0% | +16.9% | +2.6% |
| 30D | -14.4% | +41.0% | -55.4% | -13.6% |
| 3M | -42.8% | +127.9% | -170.8% | -41.0% |
| 6M | -1.4% | +101.3% | -102.7% | +1.7% |
| YTD | -5.4% | +53.8% | -59.2% | -2.3% |
| 1Y | +18.6% | +4.4% | +14.2% | +22.2% |
| All | +18.6% | +10.9% | +7.7% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling