-91.7%
AMIX vs RMBS
-22.1%
-69.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.7% | -25.7% | -24.2% |
| 7D | -8.1% | +3.0% | -11.0% | -12.2% |
| 30D | -52.3% | -15.5% | -36.7% | -47.5% |
| 3M | -83.8% | -11.5% | -72.3% | -83.5% |
| 6M | -79.0% | -36.5% | -42.4% | -76.6% |
| YTD | -87.2% | -7.1% | -80.1% | -86.8% |
| 1Y | -91.7% | -18.7% | -73.0% | -91.4% |
| All | -91.7% | -22.1% | -69.6% | -91.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling