+127.8%
AAPL vs RMBS
+265.4%
-137.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +3.8% | +1.8% | +2.1% | +3.5% |
| 30D | +9.9% | -13.9% | +23.8% | +12.4% |
| 3M | +12.5% | -39.8% | +52.3% | +20.9% |
| 6M | +27.6% | -6.0% | +33.6% | +22.5% |
| YTD | +22.6% | -5.4% | +27.9% | +15.3% |
| 1Y | +45.0% | -1.8% | +46.8% | +32.6% |
| 3Y | +87.8% | +53.7% | +34.1% | +39.3% |
| All | +127.8% | +265.4% | -137.6% | +3.4% |
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