+53.7%
RMBS vs AGI
+206.1%
-152.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.8% | -2.7% | +4.5% | +2.5% |
| 30D | -13.9% | +7.2% | -21.1% | -15.6% |
| 3M | -39.8% | +4.3% | -44.1% | -41.0% |
| 6M | -6.0% | -27.1% | +21.1% | +0.1% |
| YTD | -5.4% | -6.6% | +1.3% | -4.1% |
| 1Y | -1.8% | +9.5% | -11.3% | -3.8% |
| 3Y | +53.7% | +208.4% | -154.8% | +29.3% |
| All | +53.7% | +206.1% | -152.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling