+1,030.0%
RMBS vs AME
+8,568.0%
-7,538.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.3% |
| 7D | -0.3% | +0.6% | -1.0% | -0.8% |
| 30D | -12.2% | -6.7% | -5.5% | -7.8% |
| 3M | -49.5% | +4.1% | -53.6% | -50.4% |
| 6M | -7.1% | +1.6% | -8.7% | -6.2% |
| YTD | -7.0% | +16.1% | -23.1% | -13.6% |
| 1Y | +13.3% | +27.3% | -14.0% | -0.9% |
| 3Y | +49.2% | +50.9% | -1.6% | +19.0% |
| 5Y | +250.0% | +81.4% | +168.6% | +149.8% |
| 10Y | +495.1% | +417.0% | +78.2% | +117.4% |
| All | +1,030.0% | +8,568.0% | -7,538.0% | -6.2% |
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