+266.8%
RMBS vs AU
+686.2%
-419.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +1.8% | -4.3% | +6.0% | +2.7% |
| 30D | -13.9% | +7.3% | -21.2% | -15.4% |
| 3M | -39.8% | +26.3% | -66.1% | -43.1% |
| 6M | -6.0% | +1.8% | -7.8% | -7.3% |
| YTD | -5.4% | +26.8% | -32.2% | -10.2% |
| 1Y | -1.8% | +66.7% | -68.5% | -11.1% |
| 3Y | +53.7% | +579.1% | -525.4% | +7.9% |
| All | +266.8% | +686.2% | -419.4% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling