-69.3%
APTV vs RMBS
+265.4%
-334.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | -5.0% | +1.8% | -6.8% | -5.5% |
| 30D | -6.1% | -13.9% | +7.8% | -2.8% |
| 3M | -33.0% | -39.8% | +6.8% | -25.2% |
| 6M | -35.2% | -6.0% | -29.2% | -37.8% |
| YTD | -40.1% | -5.4% | -34.8% | -43.7% |
| 1Y | -45.6% | -1.8% | -43.8% | -50.5% |
| 3Y | -54.4% | +53.7% | -108.0% | -68.1% |
| All | -69.3% | +265.4% | -334.7% | -88.6% |
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