+951.3%
APH vs RMBS
+571.2%
+380.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +8.3% | -0.1% | +5.5% |
| 7D | +1.1% | -3.9% | +5.0% | +2.4% |
| 30D | -7.5% | -24.9% | +17.4% | +1.3% |
| 3M | -4.4% | -20.5% | +16.0% | +2.2% |
| 6M | +26.5% | -37.5% | +64.0% | +42.9% |
| YTD | +20.0% | -12.1% | +32.2% | +15.3% |
| 1Y | +16.9% | -25.0% | +41.9% | +18.1% |
| 3Y | +288.5% | +36.1% | +252.4% | +189.6% |
| 5Y | +310.3% | +236.1% | +74.2% | +97.3% |
| 10Y | +951.3% | +541.3% | +410.0% | +256.6% |
| All | +951.3% | +571.2% | +380.1% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling