+378.5%
APP vs RMBS
+318.7%
+59.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -3.3% |
| 7D | +0.1% | +3.0% | -2.9% | -1.0% |
| 30D | -10.0% | -14.4% | +4.4% | -5.0% |
| 3M | -44.6% | -42.8% | -1.8% | -32.8% |
| 6M | -37.9% | -1.4% | -36.5% | -45.0% |
| YTD | -53.7% | -5.4% | -48.3% | -59.4% |
| 1Y | -43.0% | +18.6% | -61.5% | -56.8% |
| 3Y | +640.8% | +57.3% | +583.5% | +321.4% |
| 5Y | +358.8% | +265.7% | +93.1% | +20.4% |
| All | +378.5% | +318.7% | +59.8% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling