+266.8%
RMBS vs JAAA
+26.5%
+240.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.7% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | -13.9% | +0.5% | -14.4% | -15.1% |
| 3M | -39.8% | +1.3% | -41.1% | -41.9% |
| 6M | -6.0% | +2.8% | -8.8% | -12.8% |
| YTD | -5.4% | +3.3% | -8.6% | -13.1% |
| 1Y | -1.8% | +4.9% | -6.7% | -13.1% |
| 3Y | +53.7% | +19.0% | +34.7% | +26.8% |
| All | +266.8% | +26.5% | +240.3% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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