+101.4%
APA vs RMBS
+11.7%
+89.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | +0.5% |
| 7D | +4.6% | +1.8% | +2.8% | +4.7% |
| 30D | +11.9% | -13.9% | +25.8% | +11.3% |
| 3M | +22.5% | -39.8% | +62.3% | +21.3% |
| 6M | +37.5% | -6.0% | +43.5% | +35.9% |
| YTD | +87.2% | -5.4% | +92.5% | +83.0% |
| 1Y | +101.4% | -1.8% | +103.3% | +94.0% |
| All | +101.4% | +11.7% | +89.7% | +94.0% |
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