+1,315.3%
AMAT vs RMBS
+571.2%
+744.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +8.3% | +3.0% | +6.3% |
| 7D | -1.1% | -3.9% | +2.8% | +1.4% |
| 30D | -26.9% | -24.9% | -2.0% | -13.3% |
| 3M | -31.2% | -20.5% | -10.7% | -21.9% |
| 6M | -14.7% | -37.5% | +22.8% | +11.0% |
| YTD | +44.7% | -12.1% | +56.8% | +41.5% |
| 1Y | +62.0% | -25.0% | +87.0% | +72.9% |
| 3Y | +165.0% | +36.1% | +128.8% | +64.4% |
| 5Y | +147.1% | +236.1% | -89.0% | -29.5% |
| 10Y | +1,315.3% | +541.3% | +774.0% | +128.7% |
| All | +1,315.3% | +571.2% | +744.1% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling