+967.9%
RMBS vs APD
+1,715.0%
-747.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -8.4% | -0.2% | -8.2% | -8.2% |
| 30D | -24.9% | +11.0% | -35.9% | -28.7% |
| 3M | -15.8% | +2.0% | -17.8% | -16.9% |
| 6M | -37.5% | +7.1% | -44.6% | -40.1% |
| YTD | -12.1% | +29.8% | -41.9% | -24.4% |
| 1Y | -27.0% | +24.0% | -51.0% | -36.2% |
| 3Y | +28.8% | +27.2% | +1.7% | +8.0% |
| 5Y | +236.2% | +12.8% | +223.5% | +194.9% |
| 10Y | +546.6% | +185.0% | +361.6% | +242.0% |
| All | +967.9% | +1,715.0% | -747.1% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling