-17.4%
RMBS vs ALLE
+18.6%
-35.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.8% | -7.8% | -6.6% |
| 7D | -8.9% | +6.7% | -15.6% | -11.2% |
| 30D | -24.8% | +25.4% | -50.2% | -32.1% |
| 3M | -17.6% | +16.9% | -34.5% | -22.4% |
| 6M | -25.7% | +46.6% | -72.2% | -41.0% |
| YTD | -9.8% | +22.4% | -32.2% | -20.3% |
| 1Y | -17.4% | +17.7% | -35.1% | -24.2% |
| All | -17.4% | +18.6% | -35.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling