+36.1%
RMBS vs APD
+27.3%
+8.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +7.9% |
| 7D | -3.9% | -1.6% | -2.3% | -3.5% |
| 30D | -24.9% | +10.6% | -35.5% | -26.6% |
| 3M | -20.5% | +2.5% | -23.0% | -21.0% |
| 6M | -37.5% | +6.0% | -43.5% | -38.7% |
| YTD | -12.1% | +28.4% | -40.6% | -19.0% |
| 1Y | -25.0% | +22.2% | -47.2% | -30.0% |
| 3Y | +36.1% | +26.6% | +9.5% | +31.1% |
| All | +36.1% | +27.3% | +8.8% | +31.1% |
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