+500.0%
APP vs RMBS
+259.2%
+240.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +57.5% |
| 3M | +16.5% | -23.7% | +40.2% | +23.8% |
| 6M | -16.6% | -42.7% | +26.1% | -5.4% |
| YTD | -41.9% | -18.9% | -23.0% | -48.1% |
| 1Y | -37.0% | -30.0% | -7.0% | -39.6% |
| 3Y | +892.4% | +28.8% | +863.6% | +502.1% |
| 5Y | +297.3% | +210.5% | +86.8% | +7.5% |
| All | +500.0% | +259.2% | +240.8% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling