+546.6%
RMBS vs AR
+52.4%
+494.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.3% | +4.1% | +7.7% |
| 7D | -8.4% | -5.8% | -2.7% | -7.5% |
| 30D | -24.9% | +4.8% | -29.7% | -25.4% |
| 3M | -15.8% | +1.5% | -17.3% | -16.1% |
| 6M | -37.5% | +4.7% | -42.2% | -38.4% |
| YTD | -12.1% | +9.2% | -21.3% | -14.6% |
| 1Y | -27.0% | +11.2% | -38.1% | -29.3% |
| 3Y | +28.8% | +46.2% | -17.4% | +20.3% |
| 5Y | +236.2% | +98.1% | +138.2% | +196.7% |
| 10Y | +546.6% | +54.5% | +492.1% | +459.6% |
| All | +546.6% | +52.4% | +494.2% | +459.6% |
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