+270.9%
RMBS vs BAH
-3.7%
+274.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | +3.5% | -1.3% | +4.8% | +3.6% |
| 30D | -8.6% | -6.6% | -2.0% | -7.8% |
| 3M | -40.3% | -7.2% | -33.2% | -39.5% |
| 6M | -1.0% | -10.0% | +9.0% | +0.5% |
| YTD | -4.6% | -12.5% | +7.8% | -2.8% |
| 1Y | +17.6% | -27.9% | +45.5% | +24.2% |
| 3Y | +58.6% | -31.4% | +90.0% | +64.3% |
| 5Y | +270.9% | -3.2% | +274.2% | +238.3% |
| All | +270.9% | -3.7% | +274.6% | +238.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling