+9.4%
RMBS vs AS
+134.9%
-125.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.8% |
| 7D | -12.0% | +6.9% | -18.9% | -14.5% |
| 30D | -33.1% | +16.0% | -49.1% | -37.4% |
| 3M | -23.7% | -12.8% | -10.9% | -19.6% |
| 6M | -42.7% | -15.4% | -27.3% | -39.2% |
| YTD | -18.9% | -15.7% | -3.1% | -13.8% |
| 1Y | -30.0% | +6.1% | -36.1% | -32.3% |
| All | +9.4% | +134.9% | -125.5% | -16.2% |
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