+5,674.5%
AMAT vs RMBS
+1,155.2%
+4,519.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.0% | -2.7% | +2.2% |
| 7D | -14.7% | -12.0% | -2.8% | -11.4% |
| 30D | -36.1% | -33.1% | -3.0% | -28.2% |
| 3M | -36.9% | -23.7% | -13.2% | -31.8% |
| 6M | -22.2% | -42.7% | +20.5% | -8.5% |
| YTD | +29.9% | -18.9% | +48.8% | +35.8% |
| 1Y | +43.3% | -30.0% | +73.3% | +55.5% |
| 3Y | +142.7% | +28.8% | +113.9% | +117.3% |
| 5Y | +126.2% | +210.5% | -84.3% | +62.0% |
| 10Y | +1,211.7% | +524.7% | +687.0% | +708.5% |
| All | +5,674.5% | +1,155.2% | +4,519.2% | +821.6% |
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