+124.6%
AMC vs RMBS
-5.9%
+130.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.2% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | -0.7% | -12.2% | +11.4% | +0.9% |
| 3M | +35.2% | -49.5% | +84.7% | +53.6% |
| 6M | +124.6% | -7.1% | +131.7% | +109.7% |
| All | +124.6% | -5.9% | +130.5% | +109.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling