+13.7%
RMBS vs ALM
+319.5%
-305.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +2.0% |
| 7D | +3.5% | +3.6% | -0.2% | +2.3% |
| 30D | -8.6% | +33.8% | -42.4% | -15.8% |
| 3M | -40.3% | +14.8% | -55.1% | -43.2% |
| 6M | -1.0% | -7.0% | +6.0% | -3.2% |
| YTD | -4.6% | +108.1% | -112.7% | -10.0% |
| All | +13.7% | +319.5% | -305.8% | -3.3% |
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