+147.1%
AMAT vs RMBS
+240.2%
-93.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.0% |
| 7D | +11.4% | +10.3% | +1.0% | +5.8% |
| 30D | -17.0% | -10.7% | -6.3% | -11.6% |
| 3M | -30.6% | -17.2% | -13.4% | -23.6% |
| 6M | -14.9% | -39.0% | +24.1% | +9.7% |
| YTD | +44.7% | -10.5% | +55.2% | +42.3% |
| 1Y | +66.9% | -11.0% | +77.9% | +63.6% |
| 3Y | +153.3% | +31.3% | +122.0% | +72.9% |
| All | +147.1% | +240.2% | -93.1% | -32.8% |
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