-77.5%
APTV vs RMBS
+240.2%
-317.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.6% |
| 7D | -1.7% | +10.3% | -12.1% | -4.1% |
| 30D | -11.6% | -10.7% | -0.9% | -10.0% |
| 3M | -21.2% | -17.2% | -4.0% | -19.0% |
| 6M | -28.5% | -39.0% | +10.5% | -22.1% |
| YTD | -49.1% | -10.5% | -38.6% | -52.2% |
| 1Y | -52.2% | -11.0% | -41.2% | -55.3% |
| 3Y | -48.6% | +31.3% | -80.0% | -62.1% |
| All | -77.5% | +240.2% | -317.7% | -92.3% |
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