+1,049.0%
RMBS vs AME
+8,569.5%
-7,520.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.0% | +2.8% | +0.2% | +1.0% |
| 30D | -14.4% | -6.3% | -8.1% | -10.5% |
| 3M | -42.8% | +5.4% | -48.2% | -44.3% |
| 6M | -1.4% | +7.4% | -8.8% | -4.0% |
| YTD | -5.4% | +16.2% | -21.6% | -12.2% |
| 1Y | +18.6% | +26.8% | -8.2% | +4.0% |
| 3Y | +57.3% | +57.5% | -0.2% | +22.0% |
| 5Y | +265.7% | +84.8% | +180.9% | +157.9% |
| 10Y | +546.0% | +424.3% | +121.7% | +134.0% |
| All | +1,049.0% | +8,569.5% | -7,520.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling