+804.2%
RMBS vs AR
-29.4%
+833.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.5% |
| 7D | +3.0% | +2.1% | +0.9% | +2.8% |
| 30D | -15.5% | +4.5% | -20.0% | -16.0% |
| 3M | -11.5% | +1.0% | -12.5% | -11.7% |
| 6M | -36.5% | +4.4% | -41.0% | -37.3% |
| YTD | -7.1% | +10.9% | -18.0% | -9.7% |
| 1Y | -18.7% | +8.6% | -27.2% | -20.7% |
| 3Y | +36.2% | +48.5% | -12.3% | +27.4% |
| 5Y | +252.0% | +95.7% | +156.3% | +212.5% |
| 10Y | +561.2% | +55.5% | +505.7% | +437.4% |
| All | +804.2% | -29.4% | +833.7% | +714.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling