+241,831.3%
AAPL vs RMBS
+1,339.3%
+240,492.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +3.0% | -12.2% | +15.1% | +4.9% |
| 3M | +2.9% | -49.5% | +52.4% | +13.5% |
| 6M | +22.1% | -7.1% | +29.3% | +19.1% |
| YTD | +18.0% | -7.0% | +25.0% | +13.7% |
| 1Y | +33.9% | +13.3% | +20.6% | +23.0% |
| 3Y | +71.2% | +49.2% | +21.9% | +43.0% |
| 5Y | +112.6% | +250.0% | -137.4% | +51.4% |
| 10Y | +1,198.8% | +495.1% | +703.6% | +732.6% |
| All | +241,831.3% | +1,339.3% | +240,492.0% | +71,838.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling