+493.1%
RMBS vs AGI
+5,381.0%
-4,887.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +3.0% | +4.4% | -1.4% | +2.4% |
| 30D | -14.4% | +10.0% | -24.4% | -15.4% |
| 3M | -42.8% | +1.7% | -44.6% | -43.2% |
| 6M | -1.4% | -26.8% | +25.4% | +1.8% |
| YTD | -5.4% | -5.3% | -0.1% | -5.3% |
| 1Y | +18.6% | +11.5% | +7.1% | +16.5% |
| 3Y | +57.3% | +212.9% | -155.7% | +37.5% |
| 5Y | +265.7% | +388.8% | -123.1% | +203.1% |
| 10Y | +546.0% | +383.6% | +162.5% | +404.8% |
| All | +493.1% | +5,381.0% | -4,887.9% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling