+25.3%
RMBS vs AS
+131.9%
-106.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +6.7% |
| 7D | +3.0% | -3.0% | +6.0% | +4.5% |
| 30D | -15.5% | +9.6% | -25.1% | -18.9% |
| 3M | -11.5% | -8.2% | -3.3% | -8.8% |
| 6M | -36.5% | -9.9% | -26.6% | -34.5% |
| YTD | -7.1% | -16.8% | +9.7% | -0.8% |
| 1Y | -18.7% | +3.0% | -21.6% | -20.4% |
| All | +25.3% | +131.9% | -106.7% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling