+265.7%
RMBS vs ALC
-15.6%
+281.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +2.6% |
| 7D | +3.0% | -3.7% | +6.6% | +4.7% |
| 30D | -14.4% | -3.7% | -10.7% | -13.2% |
| 3M | -42.8% | +4.6% | -47.4% | -44.9% |
| 6M | -1.4% | -14.6% | +13.2% | +5.2% |
| YTD | -5.4% | -11.9% | +6.4% | -0.7% |
| 1Y | +18.6% | -13.1% | +31.7% | +25.4% |
| 3Y | +57.3% | -15.0% | +72.3% | +64.2% |
| 5Y | +265.7% | -16.2% | +281.9% | +283.3% |
| All | +265.7% | -15.6% | +281.3% | +283.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling