+13.3%
RMBS vs AS
-21.9%
+35.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | -0.6% |
| 7D | -0.3% | -4.9% | +4.5% | +2.3% |
| 30D | -12.2% | -19.6% | +7.4% | -1.3% |
| 3M | -49.5% | -14.4% | -35.2% | -45.9% |
| 6M | -7.1% | -20.1% | +13.0% | +3.3% |
| YTD | -7.0% | -20.9% | +13.9% | +4.1% |
| 1Y | +13.3% | -21.9% | +35.2% | +40.9% |
| All | +13.3% | -21.9% | +35.2% | +40.9% |
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