-11.0%
RMBS vs ALM
+19.0%
-29.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -11.0% | -5.8% |
| 7D | +10.3% | +1.2% | +9.1% | +9.5% |
| 30D | -10.7% | -19.3% | +8.6% | -4.5% |
| 3M | -17.2% | -40.6% | +23.4% | -3.5% |
| 6M | -39.0% | -57.9% | +18.9% | -21.7% |
| YTD | -10.5% | -6.7% | -3.8% | +3.2% |
| 1Y | -11.0% | +20.2% | -31.2% | -2.9% |
| All | -11.0% | +19.0% | -29.9% | -2.9% |
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