-17.4%
RMBS vs ALM
+44.8%
-62.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.1% | -6.4% |
| 7D | -8.9% | -6.4% | -2.5% | -6.9% |
| 30D | -24.8% | -35.0% | +10.1% | -14.1% |
| 3M | -17.6% | -33.8% | +16.3% | -7.6% |
| 6M | -25.7% | -55.0% | +29.4% | -7.4% |
| YTD | -9.8% | -0.2% | -9.6% | +0.9% |
| 1Y | -17.4% | +41.8% | -59.1% | -15.8% |
| All | -17.4% | +44.8% | -62.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling