+1,847.8%
RMBS vs AMCR
+97.2%
+1,750.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.9% |
| 7D | +3.5% | -6.3% | +9.7% | +5.8% |
| 30D | -8.6% | -7.1% | -1.5% | -6.3% |
| 3M | -40.3% | +12.7% | -53.0% | -43.4% |
| 6M | -1.0% | +5.2% | -6.1% | -3.6% |
| YTD | -4.6% | +8.1% | -12.7% | -8.8% |
| 1Y | +17.6% | +11.7% | +5.8% | +10.9% |
| 3Y | +58.6% | +9.9% | +48.7% | +49.6% |
| 5Y | +270.9% | -8.7% | +279.6% | +270.9% |
| 10Y | +569.1% | +16.8% | +552.3% | +477.7% |
| All | +1,847.8% | +97.2% | +1,750.6% | +1,573.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling