+314.3%
RMBS vs BAH
+1,076.0%
-761.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | +10.3% | +1.7% | +8.6% | +9.9% |
| 30D | -10.7% | +20.8% | -31.5% | -15.7% |
| 3M | -17.2% | +11.6% | -28.8% | -20.5% |
| 6M | -39.0% | +23.1% | -62.1% | -44.0% |
| YTD | -10.5% | +5.3% | -15.8% | -14.4% |
| 1Y | -11.0% | +6.1% | -17.1% | -15.2% |
| 3Y | +31.3% | -27.5% | +58.8% | +36.0% |
| 5Y | +242.8% | +6.2% | +236.6% | +201.7% |
| 10Y | +536.9% | +202.2% | +334.7% | +278.0% |
| All | +314.3% | +1,076.0% | -761.7% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling