+7.9%
AMT vs RMBS
+55.1%
-47.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | 0.0% |
| 7D | -0.2% | +3.0% | -3.1% | 0.0% |
| 30D | +1.8% | -14.4% | +16.3% | +0.9% |
| 3M | -6.2% | -42.8% | +36.7% | -8.6% |
| 6M | -5.0% | -1.4% | -3.6% | -4.2% |
| YTD | +2.1% | -5.4% | +7.5% | +3.0% |
| 1Y | -5.7% | +18.6% | -24.3% | -2.5% |
| 3Y | +7.9% | +57.3% | -49.3% | +15.9% |
| All | +7.9% | +55.1% | -47.2% | +15.9% |
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