-3.5%
APA vs RMBS
+571.6%
-575.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.7% |
| 7D | +0.3% | +3.5% | -3.1% | -0.6% |
| 30D | +9.3% | -8.6% | +17.9% | +11.5% |
| 3M | +23.3% | -40.3% | +63.7% | +38.3% |
| 6M | +39.5% | -1.0% | +40.5% | +25.9% |
| YTD | +87.6% | -4.6% | +92.2% | +67.1% |
| 1Y | +114.2% | +17.6% | +96.7% | +69.8% |
| 3Y | +13.6% | +58.6% | -45.1% | -30.2% |
| 5Y | +175.6% | +270.9% | -95.3% | -4.6% |
| All | -3.5% | +571.6% | -575.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling