+291.1%
APH vs RMBS
+53.3%
+237.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.5% |
| 7D | +5.0% | -0.3% | +5.3% | +5.0% |
| 30D | -3.9% | -12.2% | +8.3% | -0.6% |
| 3M | +13.0% | -49.5% | +62.5% | +33.9% |
| 6M | +25.2% | -7.1% | +32.3% | +22.2% |
| YTD | +22.9% | -7.0% | +29.9% | +17.3% |
| 1Y | +47.8% | +13.3% | +34.5% | +30.7% |
| All | +291.1% | +53.3% | +237.7% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling