+87.8%
APA vs RMBS
+251.6%
-163.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.0% |
| 7D | +9.6% | +21.9% | -12.3% | +6.8% |
| 30D | -0.2% | -13.4% | +13.2% | +1.2% |
| 3M | +19.8% | -15.9% | +35.7% | +21.4% |
| 6M | +30.1% | -34.8% | +64.8% | +34.4% |
| YTD | +100.4% | -7.5% | +108.0% | +86.0% |
| 1Y | +105.2% | -16.9% | +122.1% | +93.8% |
| 3Y | +44.6% | +35.5% | +9.1% | +12.0% |
| All | +87.8% | +251.6% | -163.8% | -10.7% |
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