-40.0%
RMBS vs ALM
-59.5%
+19.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.3% | +3.3% |
| 7D | -8.4% | -6.3% | -2.1% | -5.4% |
| 30D | -24.9% | -31.4% | +6.6% | -11.7% |
| 3M | -15.8% | -40.6% | +24.8% | +1.9% |
| All | -40.0% | -59.5% | +19.5% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling