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  • RMBS vs AME✓SelectedUSD · AMERMBS vs AME performance historyLatest closeAs of+1.67%09/08
Stock and ETF performance explorer

RMBS vs AME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,049.0%
AME return
+8,569.5%
Excess return
-7,520.5%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioAMEExcessAlpha
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