+20.7%
RMBS vs AS
+123.4%
-102.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +10.3% | -4.9% | +15.2% | +12.7% |
| 30D | -10.7% | +3.9% | -14.6% | -12.3% |
| 3M | -17.2% | -9.6% | -7.6% | -14.1% |
| 6M | -39.0% | -8.7% | -30.4% | -37.5% |
| YTD | -10.5% | -19.8% | +9.3% | -2.9% |
| 1Y | -11.0% | -1.5% | -9.4% | -11.2% |
| All | +20.7% | +123.4% | -102.8% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling