-81.2%
AMIX vs RMBS
-40.4%
-40.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.0% | -7.0% | -10.3% |
| 7D | -16.0% | -12.0% | -4.1% | -3.3% |
| 30D | -55.4% | -33.1% | -22.3% | -22.0% |
| 3M | -87.5% | -23.7% | -63.8% | -85.3% |
| 6M | -81.2% | -42.7% | -38.5% | -74.8% |
| All | -81.2% | -40.4% | -40.8% | -74.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling