+654.6%
APP vs RMBS
+53.3%
+601.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -23.3% | -12.2% | -11.1% | -20.5% |
| 3M | -42.6% | -49.5% | +6.9% | -30.9% |
| 6M | -33.6% | -7.1% | -26.5% | -38.6% |
| YTD | -52.4% | -7.0% | -45.4% | -57.0% |
| 1Y | -35.9% | +13.3% | -49.2% | -47.7% |
| All | +654.6% | +53.3% | +601.3% | +410.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling