+13.3%
RMBS vs APD
+6.0%
+7.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -0.3% | -2.2% | +1.9% | -0.5% |
| 30D | -12.2% | +2.1% | -14.3% | -12.1% |
| 3M | -49.5% | +7.2% | -56.7% | -49.8% |
| 6M | -7.1% | +11.2% | -18.4% | -7.0% |
| YTD | -7.0% | +24.4% | -31.4% | -7.4% |
| 1Y | +13.3% | +6.7% | +6.7% | +44.3% |
| All | +13.3% | +6.0% | +7.3% | +44.3% |
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