+136.0%
APO vs RMBS
+269.8%
-133.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -1.0% | +3.5% | -4.4% | -1.9% |
| 30D | -0.4% | -8.6% | +8.2% | +1.7% |
| 3M | -0.9% | -40.3% | +39.4% | +11.7% |
| 6M | +22.1% | -1.0% | +23.1% | +12.6% |
| YTD | -8.4% | -4.6% | -3.8% | -15.9% |
| 1Y | -0.9% | +17.6% | -18.5% | -18.0% |
| 3Y | +56.1% | +58.6% | -2.5% | +4.5% |
| 5Y | +136.0% | +270.9% | -134.9% | -6.6% |
| All | +136.0% | +269.8% | -133.8% | -6.6% |
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 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