+262.1%
APH vs RMBS
+28.3%
+233.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.8% | +2.1% |
| 7D | -5.9% | -12.0% | +6.0% | -2.4% |
| 30D | -14.8% | -33.1% | +18.3% | -4.5% |
| 3M | -12.4% | -23.7% | +11.3% | -5.8% |
| 6M | +8.1% | -42.7% | +50.8% | +23.4% |
| YTD | +10.9% | -18.9% | +29.8% | +9.6% |
| 1Y | +8.8% | -30.0% | +38.8% | +12.0% |
| 3Y | +262.1% | +28.8% | +233.3% | +186.4% |
| All | +262.1% | +28.3% | +233.8% | +186.4% |
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 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