+534.0%
RMBS vs APD
+191.9%
+342.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +10.3% | +3.8% | +6.5% | +8.5% |
| 30D | -10.7% | +8.2% | -18.9% | -13.9% |
| 3M | -17.2% | +4.3% | -21.5% | -19.0% |
| 6M | -39.0% | +4.7% | -43.7% | -40.8% |
| YTD | -10.5% | +31.5% | -42.1% | -23.2% |
| 1Y | -11.0% | +23.5% | -34.5% | -21.6% |
| 3Y | +31.3% | +29.1% | +2.2% | +9.8% |
| 5Y | +242.8% | +15.9% | +226.9% | +196.3% |
| All | +534.0% | +191.9% | +342.1% | +216.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling