+331.0%
APA vs RMBS
+1,339.3%
-1,008.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.3% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | +23.4% | -12.2% | +35.6% | +24.8% |
| 3M | +12.7% | -49.5% | +62.2% | +19.9% |
| 6M | +39.4% | -7.1% | +46.6% | +36.5% |
| YTD | +79.0% | -7.0% | +85.9% | +74.2% |
| 1Y | +88.8% | +13.3% | +75.5% | +78.3% |
| 3Y | +6.4% | +49.2% | -42.9% | -4.9% |
| 5Y | +153.0% | +250.0% | -97.0% | +104.9% |
| 10Y | +7.5% | +495.1% | -487.6% | -17.0% |
| All | +331.0% | +1,339.3% | -1,008.3% | +147.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling