+805.3%
RMBS vs AR
-27.2%
+832.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -0.3% | +2.5% | -2.8% | -0.7% |
| 30D | -12.2% | +14.8% | -27.0% | -13.9% |
| 3M | -49.5% | +6.2% | -55.8% | -50.1% |
| 6M | -7.1% | +4.3% | -11.4% | -8.6% |
| YTD | -7.0% | +14.4% | -21.4% | -9.9% |
| 1Y | +13.3% | +21.3% | -8.0% | +8.8% |
| 3Y | +49.2% | +39.8% | +9.4% | +40.4% |
| 5Y | +250.0% | +142.1% | +107.9% | +203.1% |
| 10Y | +495.1% | +52.0% | +443.1% | +384.1% |
| All | +805.3% | -27.2% | +832.5% | +713.1% |
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 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