+137.2%
APTV vs RMBS
+987.7%
-850.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.7% |
| 7D | -1.7% | +10.3% | -12.1% | -4.4% |
| 30D | -11.6% | -10.7% | -0.9% | -9.8% |
| 3M | -21.2% | -17.2% | -4.0% | -18.7% |
| 6M | -28.5% | -39.0% | +10.5% | -21.6% |
| YTD | -49.1% | -10.5% | -38.6% | -52.3% |
| 1Y | -52.2% | -11.0% | -41.2% | -55.4% |
| 3Y | -48.6% | +31.3% | -80.0% | -61.6% |
| 5Y | -77.3% | +242.8% | -320.0% | -88.2% |
| 10Y | -26.9% | +536.9% | -563.8% | -69.0% |
| All | +137.2% | +987.7% | -850.5% | -6.5% |
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