-12.5%
AMC vs RMBS
+19.9%
-32.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.0% |
| 7D | -6.8% | +3.5% | -10.3% | -7.3% |
| 30D | +1.7% | -8.6% | +10.2% | +2.8% |
| 3M | +26.8% | -40.3% | +67.1% | +37.4% |
| 6M | +117.7% | -1.0% | +118.7% | +110.8% |
| YTD | +57.7% | -4.6% | +62.3% | +53.5% |
| 1Y | -12.5% | +17.6% | -30.0% | -16.8% |
| All | -12.5% | +19.9% | -32.3% | -16.8% |
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