-99.3%
AMC vs RBA
+37.7%
-137.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.5% |
| 7D | +2.6% | +4.3% | -1.7% | +0.9% |
| 30D | +9.0% | +16.3% | -7.3% | +2.3% |
| 3M | +22.2% | +1.3% | +20.9% | +20.9% |
| 6M | +91.5% | -11.1% | +102.5% | +98.1% |
| YTD | +101.3% | -8.5% | +109.7% | +105.4% |
| 1Y | +20.8% | -2.1% | +22.9% | +19.3% |
| 3Y | -71.3% | +44.6% | -115.9% | -77.0% |
| All | -99.3% | +37.7% | -137.0% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling