-23.7%
RMBS vs AR
+3.3%
-27.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +6.9% |
| 7D | -12.0% | -14.3% | +2.3% | -14.6% |
| 30D | -33.1% | +1.4% | -34.6% | -31.2% |
| 3M | -23.7% | +3.4% | -27.1% | -17.5% |
| All | -23.7% | +3.3% | -27.0% | -17.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling