+167.7%
APA vs RMBS
+266.6%
-99.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.6% |
| 7D | -1.7% | +3.0% | -4.6% | -2.1% |
| 30D | +15.7% | -14.4% | +30.1% | +18.0% |
| 3M | +16.5% | -42.8% | +59.3% | +25.1% |
| 6M | +35.1% | -1.4% | +36.5% | +26.9% |
| YTD | +82.2% | -5.4% | +87.7% | +70.0% |
| 1Y | +102.5% | +18.6% | +83.9% | +74.4% |
| 3Y | +10.3% | +57.3% | -47.0% | -18.0% |
| All | +167.7% | +266.6% | -99.0% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling