+887.9%
APP vs RMBS
+32.1%
+855.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +4.7% |
| 7D | +4.6% | +10.3% | -5.8% | +1.9% |
| 30D | +56.0% | -10.7% | +66.8% | +58.6% |
| 3M | +30.8% | -17.2% | +48.1% | +34.6% |
| 6M | -9.8% | -39.0% | +29.2% | -1.5% |
| YTD | -39.3% | -10.5% | -28.8% | -46.0% |
| 1Y | -26.4% | -11.0% | -15.5% | -34.4% |
| 3Y | +887.9% | +31.3% | +856.6% | +553.0% |
| All | +887.9% | +32.1% | +855.9% | +553.0% |
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