-98.8%
AMC vs RMBS
+534.0%
-632.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.8% |
| 7D | +3.5% | +10.3% | -6.8% | +0.6% |
| 30D | +12.5% | -10.7% | +23.2% | +15.7% |
| 3M | +23.6% | -17.2% | +40.8% | +28.9% |
| 6M | +144.4% | -39.0% | +183.4% | +171.7% |
| YTD | +108.3% | -10.5% | +118.8% | +96.5% |
| 1Y | +38.9% | -11.0% | +49.9% | +30.5% |
| 3Y | -58.9% | +31.3% | -90.2% | -70.3% |
| 5Y | -99.2% | +242.8% | -342.0% | -99.6% |
| All | -98.8% | +534.0% | -632.8% | -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