-98.1%
AMC vs RMBS
+801.5%
-899.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.0% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | -0.7% | -12.2% | +11.4% | +2.6% |
| 3M | +35.2% | -49.5% | +84.7% | +60.2% |
| 6M | +124.6% | -7.1% | +131.7% | +116.6% |
| YTD | +69.9% | -7.0% | +76.9% | +61.2% |
| 1Y | -2.6% | +13.3% | -15.9% | -15.5% |
| 3Y | -79.8% | +49.2% | -129.0% | -85.4% |
| 5Y | -99.4% | +250.0% | -349.4% | -99.7% |
| 10Y | -98.9% | +495.1% | -594.0% | -99.6% |
| All | -98.1% | +801.5% | -899.5% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling