+908.2%
APO vs RMBS
+554.0%
+354.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.5% |
| 7D | -4.9% | +1.2% | -6.1% | -5.3% |
| 30D | -8.4% | -11.5% | +3.0% | -5.1% |
| 3M | -2.1% | -38.2% | +36.2% | +12.3% |
| 6M | +19.2% | -4.8% | +24.0% | +9.7% |
| YTD | -10.5% | -7.1% | -3.4% | -18.6% |
| 1Y | -2.7% | +10.7% | -13.4% | -20.6% |
| 3Y | +52.5% | +54.5% | -2.0% | -4.7% |
| 5Y | +132.1% | +261.7% | -129.6% | -13.3% |
| All | +908.2% | +554.0% | +354.2% | +148.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling