+841.3%
RMBS vs ALM
+3,516.3%
-2,675.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.2% | +7.3% | +0.1% |
| 7D | -8.4% | -6.3% | -2.1% | -8.4% |
| 30D | -24.9% | -31.4% | +6.6% | -24.7% |
| 3M | -15.8% | -40.6% | +24.8% | -15.6% |
| 6M | -37.5% | -58.6% | +21.1% | -37.3% |
| YTD | -12.1% | -7.6% | -4.5% | -11.9% |
| 1Y | -27.0% | +13.8% | -40.8% | -26.9% |
| 3Y | +28.8% | +842.1% | -813.3% | +28.9% |
| 5Y | +236.2% | +407.4% | -171.2% | +236.3% |
| 10Y | +546.6% | +2,079.4% | -1,532.8% | +548.9% |
| All | +841.3% | +3,516.3% | -2,675.1% | +858.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling