+31.3%
RMBS vs ALK
+13.2%
+18.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.8% | -2.5% |
| 7D | +10.3% | -1.2% | +11.5% | +10.9% |
| 30D | -10.7% | +7.7% | -18.4% | -14.5% |
| 3M | -17.2% | -19.0% | +1.8% | -9.3% |
| 6M | -39.0% | -0.2% | -38.8% | -40.7% |
| YTD | -10.5% | -23.5% | +13.0% | -2.5% |
| 1Y | -11.0% | -9.1% | -1.9% | -10.6% |
| 3Y | +31.3% | +12.0% | +19.3% | +12.3% |
| All | +31.3% | +13.2% | +18.2% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling