+253.1%
RMBS vs ALLY
+1.6%
+251.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.3% | +3.7% | -4.0% | -2.1% |
| 30D | -12.2% | -2.3% | -9.9% | -11.2% |
| 3M | -49.5% | +3.8% | -53.4% | -50.6% |
| 6M | -7.1% | +9.7% | -16.9% | -11.9% |
| YTD | -7.0% | -1.4% | -5.6% | -7.0% |
| 1Y | +13.3% | +8.2% | +5.1% | +8.4% |
| 3Y | +49.2% | +66.5% | -17.2% | +20.2% |
| All | +253.1% | +1.6% | +251.5% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling