-98.7%
AMC vs RMBS
+571.2%
-669.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.3% | -0.1% | +5.9% |
| 7D | +6.6% | -3.9% | +10.5% | +7.7% |
| 30D | +14.1% | -24.9% | +39.0% | +23.3% |
| 3M | +31.3% | -20.5% | +51.7% | +38.7% |
| 6M | +126.7% | -37.5% | +164.2% | +150.0% |
| YTD | +117.9% | -12.1% | +130.1% | +106.7% |
| 1Y | +41.1% | -25.0% | +66.1% | +40.0% |
| 3Y | -61.0% | +36.1% | -97.1% | -72.4% |
| 5Y | -99.1% | +236.1% | -335.3% | -99.6% |
| 10Y | -98.7% | +541.3% | -640.0% | -99.6% |
| All | -98.7% | +571.2% | -669.8% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling