-4.8%
RMBS vs AHR
+5.0%
-9.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.5% |
| 7D | +1.2% | -3.0% | +4.2% | +0.4% |
| 30D | -11.5% | +2.6% | -14.1% | -10.6% |
| 3M | -38.2% | +16.0% | -54.2% | -36.9% |
| 6M | -4.8% | +3.1% | -7.8% | +5.6% |
| All | -4.8% | +5.0% | -9.8% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling