+54.8%
APO vs RMBS
+56.5%
-1.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -1.0% | +3.5% | -4.4% | -1.7% |
| 30D | -0.4% | -8.6% | +8.2% | +1.3% |
| 3M | -0.9% | -40.3% | +39.4% | +9.2% |
| 6M | +22.1% | -1.0% | +23.1% | +13.9% |
| YTD | -8.4% | -4.6% | -3.8% | -14.8% |
| 1Y | -0.9% | +17.6% | -18.5% | -15.6% |
| All | +54.8% | +56.5% | -1.7% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling