+546.6%
RMBS vs ALK
-39.7%
+586.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -8.4% | +12.9% | -21.4% | -12.5% |
| 30D | -24.9% | +5.5% | -30.4% | -26.7% |
| 3M | -15.8% | -12.1% | -3.7% | -12.2% |
| 6M | -37.5% | +1.7% | -39.2% | -39.0% |
| YTD | -12.1% | -17.4% | +5.3% | -7.9% |
| 1Y | -27.0% | -1.9% | -25.0% | -28.1% |
| 3Y | +28.8% | +21.2% | +7.6% | +14.8% |
| 5Y | +236.2% | -27.8% | +264.0% | +245.5% |
| 10Y | +546.6% | -41.0% | +587.6% | +511.0% |
| All | +546.6% | -39.7% | +586.3% | +511.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling