-97.7%
AMC vs RMBS
+686.2%
-783.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.0% | -5.0% | 0.0% |
| 7D | +2.6% | -12.0% | +14.6% | +6.1% |
| 30D | +9.0% | -33.1% | +42.2% | +21.1% |
| 3M | +22.2% | -23.7% | +45.9% | +30.1% |
| 6M | +91.5% | -42.7% | +134.2% | +115.1% |
| YTD | +101.3% | -18.9% | +120.2% | +96.6% |
| 1Y | +20.8% | -30.0% | +50.8% | +22.5% |
| 3Y | -71.3% | +28.8% | -100.1% | -78.5% |
| 5Y | -99.2% | +210.5% | -309.8% | -99.6% |
| 10Y | -98.7% | +524.7% | -623.4% | -99.5% |
| All | -97.7% | +686.2% | -783.9% | -99.1% |
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 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