+63.5%
RMBS vs AHR
+357.7%
-294.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | +3.5% | -4.3% | +7.8% | +4.3% |
| 30D | -8.6% | -3.1% | -5.5% | -8.1% |
| 3M | -40.3% | +15.7% | -56.0% | -42.9% |
| 6M | -1.0% | +4.1% | -5.1% | -2.6% |
| YTD | -4.6% | +15.4% | -20.0% | -9.5% |
| 1Y | +17.6% | +28.0% | -10.4% | +7.4% |
| All | +63.5% | +357.7% | -294.2% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling