-11.0%
RMBS vs APD
+25.0%
-36.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.3% | +3.8% | +6.5% | +10.8% |
| 30D | -10.7% | +8.2% | -18.9% | -9.6% |
| 3M | -17.2% | +4.3% | -21.5% | -16.7% |
| 6M | -39.0% | +4.7% | -43.7% | -39.6% |
| YTD | -10.5% | +31.5% | -42.1% | -7.3% |
| 1Y | -11.0% | +23.5% | -34.5% | -7.8% |
| All | -11.0% | +25.0% | -36.0% | -7.8% |
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 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