+2,114.8%
AMD vs RMBS
+1,339.3%
+775.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.3% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -0.9% | -12.2% | +11.2% | +3.2% |
| 3M | -8.7% | -49.5% | +40.8% | +14.0% |
| 6M | +136.3% | -7.1% | +143.5% | +141.2% |
| YTD | +123.0% | -7.0% | +130.0% | +124.9% |
| 1Y | +195.2% | +13.3% | +181.8% | +175.6% |
| 3Y | +336.3% | +49.2% | +287.1% | +266.6% |
| 5Y | +334.5% | +250.0% | +84.5% | +188.2% |
| 10Y | +6,259.1% | +495.1% | +5,764.0% | +3,551.1% |
| All | +2,114.8% | +1,339.3% | +775.5% | +246.1% |
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