-17.4%
RMBS vs AS
+3.3%
-20.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.1% | -11.1% | -8.3% |
| 7D | -8.9% | +13.8% | -22.7% | -14.6% |
| 30D | -24.8% | +16.7% | -41.5% | -30.4% |
| 3M | -17.6% | -11.5% | -6.0% | -12.5% |
| 6M | -25.7% | -5.5% | -20.1% | -24.7% |
| YTD | -9.8% | -14.2% | +4.4% | -4.2% |
| 1Y | -17.4% | +2.1% | -19.4% | -14.9% |
| All | -17.4% | +3.3% | -20.7% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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