+301.8%
AMD vs RMBS
+28.3%
+273.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.0% | +4.1% | +7.1% |
| 7D | -11.0% | -12.0% | +0.9% | -4.0% |
| 30D | -30.5% | -33.1% | +2.7% | -12.7% |
| 3M | -8.2% | -23.7% | +15.5% | +6.8% |
| 6M | +6.6% | -42.7% | +49.2% | +43.4% |
| YTD | +109.7% | -18.9% | +128.6% | +125.5% |
| 1Y | +88.9% | -30.0% | +118.9% | +117.9% |
| 3Y | +301.8% | +28.8% | +273.0% | +197.4% |
| All | +301.8% | +28.3% | +273.5% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling