+57.3%
RMBS vs APD
+10.0%
+47.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +3.0% | -2.5% | +5.4% | +3.5% |
| 30D | -14.4% | -1.9% | -12.5% | -14.1% |
| 3M | -42.8% | +8.2% | -51.1% | -44.3% |
| 6M | -1.4% | +10.7% | -12.1% | -4.6% |
| YTD | -5.4% | +22.9% | -28.4% | -11.8% |
| 1Y | +18.6% | +5.8% | +12.8% | +16.5% |
| 3Y | +57.3% | +7.8% | +49.5% | +59.5% |
| All | +57.3% | +10.0% | +47.3% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling