+6,882.0%
AMD vs RMBS
+494.7%
+6,387.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +3.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.8% |
| 30D | -0.9% | -12.2% | +11.2% | +7.1% |
| 3M | -8.7% | -49.5% | +40.8% | +38.4% |
| 6M | +136.3% | -7.1% | +143.5% | +136.8% |
| YTD | +123.0% | -7.0% | +130.0% | +114.9% |
| 1Y | +195.2% | +13.3% | +181.8% | +137.1% |
| 3Y | +336.3% | +49.2% | +287.1% | +155.3% |
| 5Y | +334.5% | +250.0% | +84.5% | +29.5% |
| All | +6,882.0% | +494.7% | +6,387.3% | +1,016.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling