+264.6%
AMD vs RMBS
+240.2%
+24.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.5% | -6.8% |
| 7D | +18.9% | +10.3% | +8.6% | +12.5% |
| 30D | -6.4% | -10.7% | +4.3% | +1.3% |
| 3M | +10.6% | -17.2% | +27.8% | +24.8% |
| 6M | +19.9% | -39.0% | +58.9% | +59.9% |
| YTD | +149.4% | -10.5% | +159.9% | +149.8% |
| 1Y | +115.4% | -11.0% | +126.4% | +115.5% |
| 3Y | +357.3% | +31.3% | +325.9% | +203.6% |
| All | +264.6% | +240.2% | +24.4% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling