-1.8%
RMBS vs AME
+29.6%
-31.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | -3.1% |
| 7D | +1.8% | +1.7% | 0.0% | -1.0% |
| 30D | -13.9% | -6.4% | -7.5% | -4.5% |
| 3M | -39.8% | +7.1% | -46.9% | -44.8% |
| 6M | -6.0% | +8.2% | -14.2% | -13.6% |
| YTD | -5.4% | +18.2% | -23.5% | -19.5% |
| 1Y | -1.8% | +26.7% | -28.6% | -11.9% |
| All | -1.8% | +29.6% | -31.4% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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