+270.9%
RMBS vs APD
+25.2%
+245.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +3.5% | -4.6% | +8.1% | +5.2% |
| 30D | -8.6% | -4.2% | -4.4% | -7.3% |
| 3M | -40.3% | +5.0% | -45.3% | -41.8% |
| 6M | -1.0% | +8.9% | -9.9% | -5.1% |
| YTD | -4.6% | +21.9% | -26.5% | -13.4% |
| 1Y | +17.6% | +5.6% | +12.0% | +13.4% |
| 3Y | +58.6% | +6.9% | +51.8% | +50.1% |
| 5Y | +270.9% | +25.3% | +245.6% | +192.0% |
| All | +270.9% | +25.2% | +245.7% | +192.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling