+534.0%
RMBS vs AR
+57.4%
+476.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.3% | +7.4% | +3.0% | +9.2% |
| 30D | -10.7% | +5.8% | -16.5% | -11.5% |
| 3M | -17.2% | +5.2% | -22.4% | -18.0% |
| 6M | -39.0% | +5.4% | -44.5% | -39.9% |
| YTD | -10.5% | +12.4% | -22.9% | -13.4% |
| 1Y | -11.0% | +12.8% | -23.8% | -13.9% |
| 3Y | +31.3% | +47.2% | -15.9% | +22.5% |
| 5Y | +242.8% | +101.1% | +141.6% | +201.7% |
| All | +534.0% | +57.4% | +476.6% | +438.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling