+95.5%
AMD vs RMBS
-18.2%
+113.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +4.5% |
| 7D | -15.5% | -8.9% | -6.6% | -10.7% |
| 30D | -22.6% | -24.8% | +2.2% | -8.9% |
| 3M | -5.7% | -17.6% | +11.8% | +4.8% |
| 6M | +43.1% | -25.7% | +68.8% | +69.8% |
| YTD | +128.2% | -9.8% | +138.0% | +131.8% |
| 1Y | +95.5% | -17.4% | +112.8% | +105.2% |
| All | +95.5% | -18.2% | +113.7% | +105.2% |
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