+564.0%
RMBS vs APD
+170.1%
+393.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +3.5% | -4.6% | +8.1% | +5.7% |
| 30D | -8.6% | -4.2% | -4.4% | -7.0% |
| 3M | -40.3% | +5.0% | -45.3% | -42.1% |
| 6M | -1.0% | +8.9% | -9.9% | -6.0% |
| YTD | -4.6% | +21.9% | -26.5% | -15.0% |
| 1Y | +17.6% | +5.6% | +12.0% | +11.7% |
| 3Y | +58.6% | +6.9% | +51.8% | +45.5% |
| 5Y | +270.9% | +25.3% | +245.6% | +204.3% |
| All | +564.0% | +170.1% | +393.9% | +249.8% |
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