+18.5%
RMBS vs AS
+137.8%
-119.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.8% |
| 7D | -8.4% | +4.5% | -12.9% | -10.1% |
| 30D | -24.9% | +13.2% | -38.1% | -28.8% |
| 3M | -15.8% | -11.9% | -3.9% | -11.7% |
| 6M | -37.5% | -11.6% | -25.9% | -34.9% |
| YTD | -12.1% | -14.7% | +2.6% | -7.0% |
| 1Y | -27.0% | +5.7% | -32.7% | -29.3% |
| All | +18.5% | +137.8% | -119.3% | -9.6% |
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