+62.2%
RMBS vs AHR
+356.1%
-293.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +1.8% | -2.1% | +3.9% | +2.2% |
| 30D | -13.9% | +1.9% | -15.8% | -14.2% |
| 3M | -39.8% | +15.7% | -55.5% | -42.4% |
| 6M | -6.0% | +2.5% | -8.5% | -7.1% |
| YTD | -5.4% | +15.0% | -20.4% | -10.2% |
| 1Y | -1.8% | +28.1% | -29.9% | -10.3% |
| All | +62.2% | +356.1% | -293.9% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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