-15.4%
APP vs RMBS
-32.4%
+17.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +2.4% |
| 7D | +48.9% | +3.0% | +46.0% | +48.6% |
| 30D | +49.4% | -15.5% | +65.0% | +51.9% |
| 3M | +27.0% | -11.5% | +38.5% | +27.9% |
| 6M | -15.4% | -36.5% | +21.1% | -13.8% |
| All | -15.4% | -32.4% | +17.0% | -13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling