+546.6%
RMBS vs BAH
+207.1%
+339.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.8% | -7.4% | -3.8% |
| 7D | +1.2% | +2.4% | -1.2% | +0.5% |
| 30D | -11.5% | -2.9% | -8.5% | -11.0% |
| 3M | -38.2% | -1.3% | -36.9% | -38.5% |
| 6M | -4.8% | -0.9% | -3.9% | -6.1% |
| YTD | -7.1% | -8.2% | +1.1% | -6.6% |
| 1Y | +10.7% | -24.0% | +34.7% | +17.1% |
| 3Y | +54.5% | -28.1% | +82.6% | +58.8% |
| 5Y | +261.7% | +2.5% | +259.2% | +213.6% |
| All | +546.6% | +207.1% | +339.5% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling