+40.2%
AMC vs RMBS
-18.2%
+58.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.0% | +13.3% | +8.3% |
| 7D | +17.7% | -8.9% | +26.7% | +19.4% |
| 30D | +26.2% | -24.8% | +51.0% | +32.0% |
| 3M | +31.3% | -17.6% | +48.9% | +34.7% |
| 6M | +142.8% | -25.7% | +168.4% | +150.9% |
| YTD | +125.6% | -9.8% | +135.4% | +112.3% |
| 1Y | +40.2% | -17.4% | +57.6% | +33.4% |
| All | +40.2% | -18.2% | +58.4% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling