-16.5%
RMBS vs ALLE
+14.9%
-31.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.3% |
| 7D | +3.0% | -0.8% | +3.8% | +3.5% |
| 30D | -15.5% | +27.4% | -42.9% | -24.3% |
| 3M | -11.5% | +13.8% | -25.3% | -15.3% |
| 6M | -36.5% | +45.5% | -82.0% | -49.4% |
| YTD | -7.1% | +21.4% | -28.5% | -17.7% |
| All | -16.5% | +14.9% | -31.4% | -23.2% |
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