+179.9%
APTV vs RMBS
+1,049.3%
-869.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.1% |
| 7D | +2.0% | +3.0% | -1.0% | +1.1% |
| 30D | -7.7% | -14.4% | +6.7% | -4.1% |
| 3M | -34.0% | -42.8% | +8.8% | -24.5% |
| 6M | -37.1% | -1.4% | -35.7% | -40.6% |
| YTD | -39.9% | -5.4% | -34.5% | -43.5% |
| 1Y | -44.4% | +18.6% | -63.0% | -52.5% |
| 3Y | -54.5% | +57.3% | -111.8% | -67.6% |
| 5Y | -69.1% | +265.7% | -334.8% | -83.9% |
| 10Y | -20.0% | +546.0% | -566.0% | -65.8% |
| All | +179.9% | +1,049.3% | -869.5% | +10.7% |
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