+143.3%
AAPL vs RMBS
+240.2%
-96.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.9% |
| 7D | +4.1% | +10.3% | -6.2% | +2.6% |
| 30D | +4.0% | -10.7% | +14.7% | +5.1% |
| 3M | +16.8% | -17.2% | +34.0% | +18.8% |
| 6M | +19.4% | -39.0% | +58.4% | +25.5% |
| YTD | +31.5% | -10.5% | +42.0% | +23.5% |
| 1Y | +31.0% | -11.0% | +42.0% | +22.6% |
| 3Y | +95.3% | +31.3% | +63.9% | +51.1% |
| All | +143.3% | +240.2% | -96.9% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling