+534.0%
RMBS vs ALLY
+174.3%
+359.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | +10.3% | +0.4% | +10.0% | +10.2% |
| 30D | -10.7% | +5.2% | -16.0% | -12.8% |
| 3M | -17.2% | -13.3% | -3.9% | -12.3% |
| 6M | -39.0% | -6.7% | -32.4% | -37.5% |
| YTD | -10.5% | -12.8% | +2.3% | -5.8% |
| 1Y | -11.0% | +0.7% | -11.7% | -11.8% |
| 3Y | +31.3% | +65.2% | -33.9% | +8.1% |
| 5Y | +242.8% | -10.1% | +252.9% | +239.7% |
| All | +534.0% | +174.3% | +359.7% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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