-17.4%
RMBS vs APD
+36.4%
-53.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -5.5% |
| 7D | -8.9% | +3.8% | -12.7% | -8.1% |
| 30D | -24.8% | +14.1% | -38.9% | -22.9% |
| 3M | -17.6% | +8.2% | -25.8% | -16.3% |
| 6M | -25.7% | +7.5% | -33.2% | -25.5% |
| YTD | -9.8% | +31.7% | -41.4% | -4.1% |
| 1Y | -17.4% | +35.1% | -52.4% | -11.2% |
| All | -17.4% | +36.4% | -53.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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