+240.5%
RMBS vs AME
+77.7%
+162.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.8% |
| 7D | +10.3% | +5.9% | +4.5% | +3.0% |
| 30D | -10.7% | -1.9% | -8.8% | -7.4% |
| 3M | -17.2% | -5.4% | -11.8% | -10.0% |
| 6M | -39.0% | +4.9% | -43.9% | -40.2% |
| YTD | -10.5% | +18.5% | -29.0% | -21.8% |
| 1Y | -11.0% | +25.5% | -36.4% | -26.7% |
| 3Y | +31.3% | +63.0% | -31.7% | -16.9% |
| All | +240.5% | +77.7% | +162.8% | +94.9% |
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 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