+892.4%
APP vs RMBS
+28.3%
+864.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.0% | +2.9% | +8.1% |
| 7D | +71.2% | -12.0% | +83.2% | +74.3% |
| 30D | +39.1% | -33.1% | +72.2% | +53.2% |
| 3M | +16.5% | -23.7% | +40.2% | +22.2% |
| 6M | -16.6% | -42.7% | +26.1% | -7.8% |
| YTD | -41.9% | -18.9% | -23.0% | -47.0% |
| 1Y | -37.0% | -30.0% | -7.0% | -39.1% |
| 3Y | +892.4% | +28.8% | +863.6% | +527.2% |
| All | +892.4% | +28.3% | +864.2% | +527.2% |
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