-16.9%
RMBS vs ALM
+7.9%
-24.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +1.8% |
| 7D | +21.9% | -4.0% | +26.0% | +23.5% |
| 30D | -13.4% | -30.5% | +17.1% | -2.3% |
| 3M | -15.9% | -46.9% | +31.0% | +2.1% |
| 6M | -34.8% | -65.5% | +30.7% | -11.6% |
| YTD | -7.5% | -13.4% | +5.9% | +8.0% |
| 1Y | -16.9% | +9.8% | -26.7% | -8.6% |
| All | -16.9% | +7.9% | -24.8% | -8.6% |
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