+105.4%
AMT vs RMBS
+557.5%
-452.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | +1.5% | +3.5% | -2.0% | +1.3% |
| 30D | +3.7% | -8.6% | +12.3% | +4.1% |
| 3M | -7.2% | -40.3% | +33.1% | -5.2% |
| 6M | -4.2% | -1.0% | -3.2% | -5.9% |
| YTD | +1.9% | -4.6% | +6.5% | -0.3% |
| 1Y | -6.4% | +17.6% | -23.9% | -10.5% |
| 3Y | +7.7% | +58.6% | -50.9% | -4.6% |
| 5Y | -30.9% | +270.9% | -301.8% | -50.8% |
| 10Y | +105.4% | +569.1% | -463.7% | +22.1% |
| All | +105.4% | +557.5% | -452.2% | +22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling