-99.9%
AMIX vs RMBS
+14.7%
-114.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.4% |
| 7D | -9.9% | +10.3% | -20.2% | -13.9% |
| 30D | -52.8% | -10.7% | -42.0% | -51.4% |
| 3M | -80.0% | -17.2% | -62.8% | -79.0% |
| 6M | -80.2% | -39.0% | -41.2% | -78.4% |
| YTD | -88.1% | -10.5% | -77.6% | -87.7% |
| 1Y | -91.1% | -11.0% | -80.1% | -90.7% |
| All | -99.9% | +14.7% | -114.6% | -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 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