-42.7%
RMBS vs ALLE
+39.2%
-81.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.0% |
| 7D | -12.0% | -0.6% | -11.4% | -11.7% |
| 30D | -33.1% | +25.3% | -58.5% | -33.3% |
| 3M | -23.7% | +10.3% | -34.0% | -22.2% |
| 6M | -42.7% | +38.0% | -80.7% | -43.1% |
| All | -42.7% | +39.2% | -81.9% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling