-40.4%
APTV vs RMBS
+16.3%
-56.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +2.9% |
| 7D | +4.8% | -0.3% | +5.2% | +4.8% |
| 30D | +2.0% | -12.2% | +14.2% | +3.6% |
| 3M | -34.2% | -49.5% | +15.3% | -27.6% |
| 6M | -34.7% | -7.1% | -27.5% | -35.2% |
| YTD | -37.0% | -7.0% | -30.0% | -37.9% |
| 1Y | -40.4% | +13.3% | -53.7% | -43.0% |
| All | -40.4% | +16.3% | -56.7% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling