-4.1%
APA vs RMBS
+554.0%
-558.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +0.8% | +1.2% | -0.4% | +0.5% |
| 30D | +9.6% | -11.5% | +21.1% | +12.8% |
| 3M | +18.0% | -38.2% | +56.2% | +31.1% |
| 6M | +41.9% | -4.8% | +46.6% | +29.5% |
| YTD | +86.3% | -7.1% | +93.4% | +67.1% |
| 1Y | +97.9% | +10.7% | +87.2% | +59.9% |
| 3Y | +12.8% | +54.5% | -41.7% | -30.2% |
| 5Y | +177.2% | +261.7% | -84.5% | -3.4% |
| All | -4.1% | +554.0% | -558.1% | -75.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling