-11.0%
RMBS vs ALC
-6.0%
-5.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -2.6% |
| 7D | +10.3% | -1.1% | +11.4% | +10.2% |
| 30D | -10.7% | +16.0% | -26.8% | -8.9% |
| 3M | -17.2% | +0.8% | -18.0% | -15.9% |
| 6M | -39.0% | +16.8% | -55.9% | -39.1% |
| YTD | -10.5% | -5.5% | -5.0% | -0.5% |
| 1Y | -11.0% | -5.3% | -5.7% | -1.2% |
| All | -11.0% | -6.0% | -5.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling