+885.5%
RMBS vs ALK
+621.7%
+263.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.3% | +6.8% |
| 7D | -12.0% | +9.0% | -21.0% | -14.8% |
| 30D | -33.1% | -1.6% | -31.5% | -33.1% |
| 3M | -23.7% | -23.2% | -0.5% | -17.4% |
| 6M | -42.7% | -3.9% | -38.8% | -42.9% |
| YTD | -18.9% | -22.6% | +3.7% | -13.4% |
| 1Y | -30.0% | -5.3% | -24.7% | -30.0% |
| 3Y | +28.8% | +18.6% | +10.2% | +17.0% |
| 5Y | +210.5% | -34.4% | +244.9% | +232.9% |
| 10Y | +524.7% | -40.8% | +565.5% | +515.1% |
| All | +885.5% | +621.7% | +263.8% | +136.0% |
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 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