+142.7%
AMAT vs RMBS
+28.3%
+114.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.7% | +0.6% |
| 7D | -14.7% | -12.0% | -2.8% | -8.9% |
| 30D | -36.1% | -33.1% | -3.0% | -21.6% |
| 3M | -36.9% | -23.7% | -13.2% | -28.1% |
| 6M | -22.2% | -42.7% | +20.5% | +1.9% |
| YTD | +29.9% | -18.9% | +48.8% | +35.9% |
| 1Y | +43.3% | -30.0% | +73.3% | +60.1% |
| 3Y | +142.7% | +28.8% | +113.9% | +74.3% |
| All | +142.7% | +28.3% | +114.4% | +74.3% |
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