+46,970.7%
APH vs RMBS
+1,339.3%
+45,631.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.6% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | -3.9% | -12.2% | +8.3% | -1.9% |
| 3M | +13.0% | -49.5% | +62.5% | +25.6% |
| 6M | +25.2% | -7.1% | +32.3% | +24.4% |
| YTD | +22.9% | -7.0% | +29.9% | +21.0% |
| 1Y | +47.8% | +13.3% | +34.5% | +39.9% |
| 3Y | +283.0% | +49.2% | +233.8% | +237.0% |
| 5Y | +349.7% | +250.0% | +99.7% | +243.1% |
| 10Y | +1,061.2% | +495.1% | +566.1% | +706.1% |
| All | +46,970.7% | +1,339.3% | +45,631.4% | +23,029.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling