+28.8%
RMBS vs ALLY
+54.4%
-25.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.7% | +8.1% |
| 7D | -12.0% | +0.9% | -12.9% | -12.7% |
| 30D | -33.1% | +3.1% | -36.2% | -34.7% |
| 3M | -23.7% | -12.6% | -11.1% | -16.9% |
| 6M | -42.7% | -12.4% | -30.3% | -38.2% |
| YTD | -18.9% | -13.2% | -5.7% | -12.3% |
| 1Y | -30.0% | +1.8% | -31.8% | -32.5% |
| 3Y | +28.8% | +58.0% | -29.2% | -0.4% |
| All | +28.8% | +54.4% | -25.6% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling