+261.7%
RMBS vs AME
+82.6%
+179.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -1.6% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -11.5% | -8.6% | -2.9% | -1.6% |
| 3M | -38.2% | +5.8% | -44.0% | -41.2% |
| 6M | -4.8% | +3.8% | -8.6% | -6.0% |
| YTD | -7.1% | +14.4% | -21.6% | -16.8% |
| 1Y | +10.7% | +25.8% | -15.1% | -10.1% |
| 3Y | +54.5% | +55.2% | -0.7% | +2.7% |
| 5Y | +261.7% | +85.5% | +176.1% | +103.6% |
| All | +261.7% | +82.6% | +179.0% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling