Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RMBS vs ALM✓SelectedUSD · ALMRMBS vs ALM performance historyLatest closeAs of+1.33%09/04
Stock and ETF performance explorer

RMBS vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+896.0%
ALM return
+7,705.7%
Excess return
-6,809.7%
Maximum drawdown
-53.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
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