+25.4%
RMBS vs AS
+120.4%
-95.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | -0.2% |
| 7D | -0.3% | -4.9% | +4.5% | +1.8% |
| 30D | -12.2% | -19.6% | +7.4% | -3.9% |
| 3M | -49.5% | -14.4% | -35.2% | -46.6% |
| 6M | -7.1% | -20.1% | +13.0% | +1.4% |
| YTD | -7.0% | -20.9% | +13.9% | +1.9% |
| 1Y | +13.3% | -21.9% | +35.2% | +24.5% |
| All | +25.4% | +120.4% | -95.0% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling