+16.6%
RMBS vs AR
+21.0%
-4.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.6% |
| 7D | +3.0% | -1.8% | +4.8% | +2.7% |
| 30D | -14.4% | +12.6% | -27.0% | -13.1% |
| 3M | -42.8% | +10.0% | -52.9% | -41.9% |
| 6M | -1.4% | +0.6% | -2.0% | -0.5% |
| YTD | -5.4% | +13.4% | -18.8% | -8.5% |
| All | +16.6% | +21.0% | -4.5% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling