-45.3%
APP vs RMBS
+19.9%
-65.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -4.4% | +3.5% | -7.8% | -5.0% |
| 30D | -10.0% | -8.6% | -1.4% | -8.8% |
| 3M | -41.4% | -40.3% | -1.1% | -36.7% |
| 6M | -41.0% | -1.0% | -40.0% | -46.4% |
| YTD | -54.7% | -4.6% | -50.1% | -58.6% |
| 1Y | -45.3% | +17.6% | -62.9% | -48.3% |
| All | -45.3% | +19.9% | -65.2% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling