+57.3%
RMBS vs ALLY
+69.8%
-12.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +3.9% |
| 7D | +3.0% | +1.0% | +1.9% | +2.1% |
| 30D | -14.4% | -3.3% | -11.1% | -12.6% |
| 3M | -42.8% | +0.5% | -43.3% | -43.3% |
| 6M | -1.4% | +12.6% | -14.0% | -10.4% |
| YTD | -5.4% | -4.7% | -0.8% | -3.6% |
| 1Y | +18.6% | +5.2% | +13.3% | +12.8% |
| 3Y | +57.3% | +66.5% | -9.2% | +21.2% |
| All | +57.3% | +69.8% | -12.6% | +21.2% |
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