+42,379.5%
APH vs RMBS
+1,155.2%
+41,224.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.8% | +3.0% |
| 7D | -5.9% | -12.0% | +6.0% | -3.9% |
| 30D | -14.8% | -33.1% | +18.3% | -8.9% |
| 3M | -12.4% | -23.7% | +11.3% | -8.6% |
| 6M | +8.1% | -42.7% | +50.8% | +17.2% |
| YTD | +10.9% | -18.9% | +29.8% | +11.6% |
| 1Y | +8.8% | -30.0% | +38.8% | +12.0% |
| 3Y | +262.1% | +28.8% | +233.3% | +227.2% |
| 5Y | +283.1% | +210.5% | +72.6% | +198.0% |
| 10Y | +908.1% | +524.7% | +383.4% | +597.9% |
| All | +42,379.5% | +1,155.2% | +41,224.2% | +21,231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling