+95.3%
AAPL vs RMBS
+32.1%
+63.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.7% |
| 7D | +4.1% | +10.3% | -6.2% | +3.2% |
| 30D | +4.0% | -10.7% | +14.7% | +4.7% |
| 3M | +16.8% | -17.2% | +34.0% | +18.1% |
| 6M | +19.4% | -39.0% | +58.4% | +23.6% |
| YTD | +31.5% | -10.5% | +42.0% | +25.6% |
| 1Y | +31.0% | -11.0% | +42.0% | +24.8% |
| 3Y | +95.3% | +31.3% | +63.9% | +60.6% |
| All | +95.3% | +32.1% | +63.2% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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