+1,804.4%
APO vs RMBS
+336.0%
+1,468.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | +3.5% | -12.2% | +15.6% | +6.2% |
| 3M | +4.5% | -49.5% | +54.1% | +20.5% |
| 6M | +22.8% | -7.1% | +29.9% | +17.9% |
| YTD | -6.5% | -7.0% | +0.5% | -11.2% |
| 1Y | +0.8% | +13.3% | -12.5% | -10.8% |
| 3Y | +62.0% | +49.2% | +12.7% | +26.2% |
| 5Y | +138.2% | +250.0% | -111.7% | +48.3% |
| 10Y | +940.3% | +495.1% | +445.1% | +461.2% |
| All | +1,804.4% | +336.0% | +1,468.4% | +836.0% |
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