-39.0%
RMBS vs AME
+4.4%
-43.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -4.1% |
| 7D | +10.3% | +5.9% | +4.5% | -1.3% |
| 30D | -10.7% | -1.9% | -8.8% | -6.7% |
| 3M | -17.2% | -5.4% | -11.8% | -5.5% |
| 6M | -39.0% | +4.9% | -43.9% | -43.8% |
| All | -39.0% | +4.4% | -43.4% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling