-99.9%
AMIX vs RMBS
+12.7%
-112.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +11.4% | -8.4% | +19.9% | +15.0% |
| 30D | -40.5% | -24.9% | -15.7% | -33.9% |
| 3M | -80.1% | -15.8% | -64.3% | -79.2% |
| 6M | -74.8% | -37.5% | -37.3% | -72.2% |
| YTD | -84.0% | -12.1% | -71.9% | -83.1% |
| 1Y | -89.7% | -27.0% | -62.7% | -89.0% |
| All | -99.9% | +12.7% | -112.6% | -99.9% |
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