+569.1%
RMBS vs ALK
-39.2%
+608.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +3.5% | -3.0% | +6.4% | +4.6% |
| 30D | -8.6% | -14.6% | +6.0% | -3.3% |
| 3M | -40.3% | -10.6% | -29.7% | -38.3% |
| 6M | -1.0% | -6.7% | +5.7% | +0.3% |
| YTD | -4.6% | -19.8% | +15.1% | +1.5% |
| 1Y | +17.6% | -35.2% | +52.8% | +33.9% |
| 3Y | +58.6% | +1.4% | +57.3% | +50.5% |
| 5Y | +270.9% | -30.7% | +301.6% | +286.9% |
| 10Y | +569.1% | -37.4% | +606.5% | +550.1% |
| All | +569.1% | -39.2% | +608.3% | +550.1% |
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