+13.3%
RMBS vs AMCR
+11.5%
+1.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | -0.3% | -3.3% | +2.9% | +0.7% |
| 30D | -12.2% | -5.4% | -6.7% | -10.6% |
| 3M | -49.5% | +20.0% | -69.5% | -54.2% |
| 6M | -7.1% | 0.0% | -7.2% | -14.2% |
| YTD | -7.0% | +11.5% | -18.5% | -15.8% |
| 1Y | +13.3% | +11.4% | +2.0% | +9.6% |
| All | +13.3% | +11.5% | +1.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling