+126.7%
AMAT vs RMBS
+208.7%
-82.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.7% | +0.4% |
| 7D | -14.7% | -12.0% | -2.8% | -8.6% |
| 30D | -36.1% | -33.1% | -3.0% | -20.5% |
| 3M | -36.9% | -23.7% | -13.2% | -27.5% |
| 6M | -22.2% | -42.7% | +20.5% | +3.7% |
| YTD | +29.9% | -18.9% | +48.8% | +34.5% |
| 1Y | +43.3% | -30.0% | +73.3% | +59.5% |
| 3Y | +142.7% | +28.8% | +113.9% | +65.5% |
| All | +126.7% | +208.7% | -82.0% | -34.2% |
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