+292.6%
APP vs RMBS
+208.7%
+83.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.0% | +2.9% | +7.5% |
| 7D | +71.2% | -12.0% | +83.2% | +75.3% |
| 30D | +39.1% | -33.1% | +72.2% | +57.3% |
| 3M | +16.5% | -23.7% | +40.2% | +23.7% |
| 6M | -16.6% | -42.7% | +26.1% | -5.6% |
| YTD | -41.9% | -18.9% | -23.0% | -48.0% |
| 1Y | -37.0% | -30.0% | -7.0% | -39.6% |
| 3Y | +892.4% | +28.8% | +863.6% | +503.9% |
| All | +292.6% | +208.7% | +83.9% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling