+808.2%
RMBS vs ALLY
+99.9%
+708.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.4% | +7.9% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -24.9% | +3.4% | -28.3% | -26.0% |
| 3M | -20.5% | -11.1% | -9.4% | -16.8% |
| 6M | -37.5% | -11.5% | -26.0% | -34.7% |
| YTD | -12.1% | -12.3% | +0.2% | -7.9% |
| 1Y | -25.0% | +1.1% | -26.1% | -25.8% |
| 3Y | +36.1% | +64.8% | -28.7% | +12.9% |
| 5Y | +236.1% | -6.9% | +243.0% | +228.6% |
| 10Y | +541.3% | +194.9% | +346.4% | +287.7% |
| All | +808.2% | +99.9% | +708.3% | +488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling