+861.3%
RMBS vs ALLY
+124.8%
+736.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.3% | +3.7% | -4.0% | -1.8% |
| 30D | -12.2% | -2.3% | -9.9% | -11.4% |
| 3M | -49.5% | +3.8% | -53.4% | -50.4% |
| 6M | -7.1% | +9.7% | -16.9% | -11.0% |
| YTD | -7.0% | -1.4% | -5.6% | -6.8% |
| 1Y | +13.3% | +8.2% | +5.1% | +9.4% |
| 3Y | +49.2% | +66.5% | -17.2% | +22.5% |
| 5Y | +250.0% | +1.2% | +248.8% | +229.5% |
| 10Y | +495.1% | +191.4% | +303.7% | +256.6% |
| All | +861.3% | +124.8% | +736.5% | +495.1% |
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