-98.9%
AMC vs RMBS
+543.2%
-642.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.9% |
| 7D | -0.8% | +3.0% | -3.7% | -1.6% |
| 30D | -1.2% | -14.4% | +13.3% | +3.2% |
| 3M | +42.2% | -42.8% | +85.1% | +64.2% |
| 6M | +118.8% | -1.4% | +120.2% | +105.9% |
| YTD | +64.1% | -5.4% | +69.5% | +53.7% |
| 1Y | -9.5% | +18.6% | -28.1% | -24.1% |
| 3Y | -64.3% | +57.3% | -121.6% | -75.9% |
| 5Y | -99.5% | +265.7% | -365.2% | -99.8% |
| 10Y | -98.9% | +546.0% | -645.0% | -99.7% |
| All | -98.9% | +543.2% | -642.1% | -99.7% |
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