-46.5%
APTV vs RMBS
-18.2%
-28.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +5.3% |
| 7D | -1.9% | -8.9% | +7.1% | -0.9% |
| 30D | -1.4% | -24.8% | +23.4% | +1.7% |
| 3M | -9.3% | -17.6% | +8.2% | -7.7% |
| 6M | -27.3% | -25.7% | -1.7% | -24.3% |
| YTD | -43.1% | -9.8% | -33.4% | -44.3% |
| 1Y | -46.5% | -17.4% | -29.1% | -46.9% |
| All | -46.5% | -18.2% | -28.3% | -46.9% |
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 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