-44.7%
RMBS vs AXTX
-70.4%
+25.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | +3.5% | +41.4% | -37.9% | -1.2% |
| 30D | -8.6% | -25.5% | +16.9% | -7.7% |
| 3M | -40.3% | -63.3% | +23.0% | -41.6% |
| All | -44.7% | -70.4% | +25.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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 · Available span rolling