+40.7%
AMC vs RBA
-4.5%
+45.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.8% | +0.6% | -3.5% | -3.0% |
| 30D | +14.0% | +9.0% | +5.0% | +10.9% |
| 3M | +42.5% | +7.2% | +35.3% | +39.3% |
| 6M | +142.6% | -7.8% | +150.3% | +143.6% |
| YTD | +119.2% | -6.4% | +125.6% | +117.5% |
| 1Y | +40.7% | -4.2% | +44.9% | +37.9% |
| All | +40.7% | -4.5% | +45.2% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling