+541.3%
RMBS vs ALLE
+233.6%
+307.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.6% | +6.7% |
| 7D | -3.9% | -0.6% | -3.3% | -3.3% |
| 30D | -24.9% | +26.6% | -51.5% | -35.5% |
| 3M | -20.5% | +13.2% | -33.6% | -27.0% |
| 6M | -37.5% | +42.9% | -80.4% | -51.0% |
| YTD | -12.1% | +21.0% | -33.2% | -23.2% |
| 1Y | -25.0% | +15.2% | -40.2% | -32.4% |
| 3Y | +36.1% | +95.6% | -59.5% | -12.2% |
| 5Y | +236.1% | +53.4% | +182.7% | +145.7% |
| 10Y | +541.3% | +221.5% | +319.8% | +214.1% |
| All | +541.3% | +233.6% | +307.7% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling