+7,791.8%
AMAT vs RMBS
+1,339.3%
+6,452.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.9% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -14.8% | -12.2% | -2.6% | -11.7% |
| 3M | -9.3% | -49.5% | +40.3% | +10.5% |
| 6M | +27.4% | -7.1% | +34.5% | +29.5% |
| YTD | +77.6% | -7.0% | +84.6% | +78.4% |
| 1Y | +188.9% | +13.3% | +175.6% | +172.6% |
| 3Y | +202.3% | +49.2% | +153.0% | +158.4% |
| 5Y | +248.9% | +250.0% | -1.1% | +141.4% |
| 10Y | +1,585.2% | +495.1% | +1,090.1% | +939.8% |
| All | +7,791.8% | +1,339.3% | +6,452.5% | +1,110.9% |
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