+17.6%
RMBS vs APD
+5.1%
+12.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.8% |
| 7D | +3.5% | -4.6% | +8.1% | +3.1% |
| 30D | -8.6% | -4.2% | -4.4% | -8.8% |
| 3M | -40.3% | +5.0% | -45.3% | -40.7% |
| 6M | -1.0% | +8.9% | -9.9% | -1.0% |
| YTD | -4.6% | +21.9% | -26.5% | -5.1% |
| 1Y | +17.6% | +5.6% | +12.0% | +47.0% |
| All | +17.6% | +5.1% | +12.4% | +47.0% |
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