+546.6%
RMBS vs APD
+168.7%
+377.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +1.2% | -3.5% | +4.7% | +2.8% |
| 30D | -11.5% | -5.1% | -6.4% | -9.5% |
| 3M | -38.2% | +6.9% | -45.1% | -40.6% |
| 6M | -4.8% | +8.1% | -12.8% | -9.2% |
| YTD | -7.1% | +21.2% | -28.4% | -17.1% |
| 1Y | +10.7% | +4.9% | +5.8% | +5.5% |
| 3Y | +54.5% | +6.3% | +48.2% | +42.1% |
| 5Y | +261.7% | +24.3% | +237.4% | +198.0% |
| All | +546.6% | +168.7% | +377.9% | +241.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling