+896.0%
RMBS vs ALM
+7,705.7%
-6,809.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | -12.2% | +32.0% | -44.2% | -12.3% |
| 3M | -49.5% | -15.0% | -34.5% | -49.5% |
| 6M | -7.1% | -10.1% | +3.0% | -7.2% |
| YTD | -7.0% | +99.4% | -106.4% | -7.1% |
| 1Y | +13.3% | +316.4% | -303.0% | +13.1% |
| 3Y | +49.2% | +2,022.0% | -1,972.7% | +48.9% |
| 5Y | +250.0% | +941.2% | -691.2% | +249.0% |
| 10Y | +495.1% | +2,950.3% | -2,455.2% | +495.1% |
| All | +896.0% | +7,705.7% | -6,809.7% | +911.6% |
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 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