+546.6%
RMBS vs ALM
+2,776.7%
-2,230.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.0% | -1.9% |
| 7D | +1.2% | -7.1% | +8.3% | +1.7% |
| 30D | -11.5% | +24.7% | -36.2% | -13.0% |
| 3M | -38.2% | +8.3% | -46.5% | -38.7% |
| 6M | -4.8% | -22.2% | +17.4% | -3.9% |
| YTD | -7.1% | +88.1% | -95.2% | -10.1% |
| 1Y | +10.7% | +272.4% | -261.7% | +3.4% |
| 3Y | +54.5% | +2,004.1% | -1,949.6% | +32.6% |
| 5Y | +261.7% | +915.8% | -654.1% | +215.7% |
| All | +546.6% | +2,776.7% | -2,230.1% | +414.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling