+1,454.7%
AMT vs RMBS
+609.3%
+845.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.4% |
| 7D | +1.5% | +10.3% | -8.8% | 0.0% |
| 30D | +6.8% | -10.7% | +17.5% | +7.8% |
| 3M | +11.2% | -17.2% | +28.4% | +12.9% |
| 6M | +12.5% | -39.0% | +51.5% | +17.2% |
| YTD | +12.5% | -10.5% | +23.0% | +7.8% |
| 1Y | +10.1% | -11.0% | +21.1% | +5.4% |
| 3Y | +16.0% | +31.3% | -15.3% | -3.1% |
| 5Y | -17.2% | +242.8% | -259.9% | -42.9% |
| 10Y | +135.2% | +536.9% | -401.7% | +40.6% |
| All | +1,454.7% | +609.3% | +845.5% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling