+285.2%
APH vs RMBS
+240.2%
+45.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.8% |
| 7D | +4.9% | +10.3% | -5.5% | +1.8% |
| 30D | -5.4% | -10.7% | +5.3% | -2.3% |
| 3M | -5.5% | -17.2% | +11.8% | -0.6% |
| 6M | +25.9% | -39.0% | +64.9% | +41.8% |
| YTD | +16.4% | -10.5% | +26.9% | +11.7% |
| 1Y | +16.5% | -11.0% | +27.5% | +11.9% |
| 3Y | +270.9% | +31.3% | +239.5% | +188.9% |
| All | +285.2% | +240.2% | +45.0% | +84.9% |
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