+967.6%
RMBS vs ALK
+672.9%
+294.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.1% | +1.2% | +6.0% |
| 7D | -3.9% | +8.9% | -12.8% | -6.7% |
| 30D | -24.9% | +5.9% | -30.8% | -26.6% |
| 3M | -20.5% | -16.5% | -3.9% | -16.1% |
| 6M | -37.5% | +2.1% | -39.6% | -38.9% |
| YTD | -12.1% | -17.1% | +5.0% | -8.2% |
| 1Y | -25.0% | -2.9% | -22.1% | -25.6% |
| 3Y | +36.1% | +24.5% | +11.6% | +21.6% |
| 5Y | +236.1% | -29.1% | +265.3% | +251.6% |
| 10Y | +541.3% | -39.1% | +580.4% | +525.6% |
| All | +967.6% | +672.9% | +294.8% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling