+62.5%
RMBS vs ADVB
-88.3%
+150.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -0.3% | -3.8% | +3.4% | -0.3% |
| 30D | -12.2% | +17.6% | -29.7% | -12.3% |
| 3M | -49.5% | +119.1% | -168.7% | -51.1% |
| 6M | -7.1% | +103.4% | -110.5% | -11.6% |
| YTD | -7.0% | +59.8% | -66.8% | -10.2% |
| 1Y | +13.3% | +8.5% | +4.8% | +10.8% |
| All | +62.5% | -88.3% | +150.9% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling