+1,982.5%
AMD vs RMBS
+1,155.2%
+827.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.0% | +4.1% | +8.8% |
| 7D | -11.0% | -12.0% | +0.9% | -6.9% |
| 30D | -30.5% | -33.1% | +2.7% | -20.3% |
| 3M | -8.2% | -23.7% | +15.5% | +0.8% |
| 6M | +6.6% | -42.7% | +49.2% | +28.7% |
| YTD | +109.7% | -18.9% | +128.6% | +122.7% |
| 1Y | +88.9% | -30.0% | +118.9% | +109.6% |
| 3Y | +301.8% | +28.8% | +273.0% | +257.2% |
| 5Y | +229.4% | +210.5% | +18.8% | +128.8% |
| 10Y | +6,745.1% | +524.7% | +6,220.4% | +3,833.1% |
| All | +1,982.5% | +1,155.2% | +827.3% | +242.6% |
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