+31.3%
RMBS vs ALLE
+94.0%
-62.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.8% |
| 7D | +10.3% | +3.6% | +6.8% | +8.3% |
| 30D | -10.7% | +25.9% | -36.6% | -22.6% |
| 3M | -17.2% | +15.8% | -33.0% | -24.3% |
| 6M | -39.0% | +48.1% | -87.1% | -53.6% |
| YTD | -10.5% | +22.0% | -32.5% | -21.8% |
| 1Y | -11.0% | +18.0% | -29.0% | -20.4% |
| 3Y | +31.3% | +93.1% | -61.7% | -19.4% |
| All | +31.3% | +94.0% | -62.6% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling