+282.2%
APH vs RMBS
+208.7%
+73.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.8% | +2.0% |
| 7D | -5.9% | -12.0% | +6.0% | -2.3% |
| 30D | -14.8% | -33.1% | +18.3% | -4.3% |
| 3M | -12.4% | -23.7% | +11.3% | -5.7% |
| 6M | +8.1% | -42.7% | +50.8% | +23.8% |
| YTD | +10.9% | -18.9% | +29.8% | +9.7% |
| 1Y | +8.8% | -30.0% | +38.8% | +12.2% |
| 3Y | +262.1% | +28.8% | +233.3% | +183.4% |
| All | +282.2% | +208.7% | +73.4% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling