+57.3%
RMBS vs BAH
-32.1%
+89.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +3.0% | -4.3% | +7.3% | +3.3% |
| 30D | -14.4% | -4.5% | -9.9% | -14.1% |
| 3M | -42.8% | -7.6% | -35.2% | -41.9% |
| 6M | -1.4% | -10.6% | +9.2% | +0.4% |
| YTD | -5.4% | -12.6% | +7.1% | -3.3% |
| 1Y | +18.6% | -27.0% | +45.6% | +24.6% |
| 3Y | +57.3% | -31.5% | +88.8% | +55.2% |
| All | +57.3% | -32.1% | +89.4% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling