+18.6%
RMBS vs ALLE
-8.3%
+26.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +3.0% | +2.8% | +0.2% | +1.0% |
| 30D | -14.4% | -7.6% | -6.8% | -9.8% |
| 3M | -42.8% | +22.8% | -65.6% | -52.6% |
| 6M | -1.4% | +4.6% | -6.0% | -3.2% |
| YTD | -5.4% | -1.2% | -4.2% | -7.5% |
| 1Y | +18.6% | -9.1% | +27.7% | +30.3% |
| All | +18.6% | -8.3% | +26.9% | +30.3% |
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