-71.9%
AMC vs RBA
+44.2%
-116.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.3% | -12.2% | -12.4% |
| 7D | 0.0% | +7.3% | -7.3% | -2.3% |
| 30D | +4.4% | +16.9% | -12.5% | -1.1% |
| 3M | +15.4% | -0.5% | +15.9% | +15.5% |
| 6M | +93.7% | -10.4% | +104.1% | +99.1% |
| YTD | +97.4% | -7.2% | +104.7% | +100.3% |
| 1Y | +23.2% | -2.2% | +25.4% | +22.4% |
| All | -71.9% | +44.2% | -116.1% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling