+1,444.4%
AMT vs RMBS
+596.6%
+847.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | -8.4% | +10.1% | +2.5% |
| 30D | +4.5% | -24.9% | +29.3% | +8.1% |
| 3M | +13.8% | -15.8% | +29.6% | +15.3% |
| 6M | +10.0% | -37.5% | +47.6% | +14.2% |
| YTD | +11.8% | -12.1% | +23.9% | +7.4% |
| 1Y | +10.2% | -27.0% | +37.2% | +8.7% |
| 3Y | +15.1% | +28.8% | -13.7% | -3.5% |
| 5Y | -18.8% | +236.2% | -255.0% | -43.9% |
| 10Y | +133.7% | +546.6% | -412.9% | +39.3% |
| All | +1,444.4% | +596.6% | +847.8% | +269.8% |
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 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