-71.3%
AMC vs RMBS
+28.3%
-99.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.0% | -5.0% | +0.6% |
| 7D | +2.6% | -12.0% | +14.6% | +5.0% |
| 30D | +9.0% | -33.1% | +42.2% | +17.1% |
| 3M | +22.2% | -23.7% | +45.9% | +27.6% |
| 6M | +91.5% | -42.7% | +134.2% | +108.3% |
| YTD | +101.3% | -18.9% | +120.2% | +99.0% |
| 1Y | +20.8% | -30.0% | +50.8% | +22.4% |
| 3Y | -71.3% | +28.8% | -100.1% | -77.1% |
| All | -71.3% | +28.3% | -99.6% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling