+107.2%
APA vs RMBS
-18.2%
+125.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -6.0% | -0.9% | -7.3% |
| 7D | -13.0% | -8.9% | -4.0% | -13.5% |
| 30D | +2.0% | -24.8% | +26.8% | -0.1% |
| 3M | +24.9% | -17.6% | +42.5% | +23.4% |
| 6M | +7.2% | -25.7% | +32.8% | +7.2% |
| YTD | +87.1% | -9.8% | +96.9% | +87.6% |
| 1Y | +107.2% | -17.4% | +124.5% | +107.6% |
| All | +107.2% | -18.2% | +125.4% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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