+689.5%
RMBS vs AR
-33.4%
+722.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +7.1% |
| 7D | -12.0% | -14.3% | +2.3% | -10.1% |
| 30D | -33.1% | +1.4% | -34.6% | -33.3% |
| 3M | -23.7% | +3.4% | -27.1% | -24.3% |
| 6M | -42.7% | -2.1% | -40.6% | -42.9% |
| YTD | -18.9% | +4.7% | -23.6% | -20.6% |
| 1Y | -30.0% | +10.6% | -40.6% | -32.1% |
| 3Y | +28.8% | +24.6% | +4.2% | +23.0% |
| 5Y | +210.5% | +71.9% | +138.7% | +179.8% |
| 10Y | +524.7% | +46.4% | +478.4% | +411.7% |
| All | +689.5% | -33.4% | +722.9% | +616.5% |
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