+210.7%
RMBS vs ALK
-34.8%
+245.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.3% | +6.7% |
| 7D | -12.0% | +9.0% | -21.0% | -15.9% |
| 30D | -33.1% | -1.6% | -31.5% | -33.1% |
| 3M | -23.7% | -23.2% | -0.5% | -14.5% |
| 6M | -42.7% | -3.9% | -38.8% | -43.2% |
| YTD | -18.9% | -22.6% | +3.7% | -12.0% |
| 1Y | -30.0% | -5.3% | -24.7% | -30.9% |
| 3Y | +28.8% | +18.6% | +10.2% | +7.8% |
| All | +210.7% | -34.8% | +245.4% | +217.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling