-98.1%
AMC vs RBA
+379.5%
-477.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +2.3% | -2.9% | +5.2% | +3.1% |
| 30D | -0.7% | -12.3% | +11.5% | +2.3% |
| 3M | +35.2% | -20.5% | +55.7% | +42.0% |
| 6M | +124.6% | -18.5% | +143.1% | +134.7% |
| YTD | +69.9% | -18.2% | +88.1% | +77.4% |
| 1Y | -2.6% | -27.5% | +24.9% | +4.5% |
| 3Y | -79.8% | +38.1% | -117.8% | -81.4% |
| 5Y | -99.4% | +44.8% | -144.2% | -99.5% |
| 10Y | -98.9% | +187.1% | -286.0% | -99.3% |
| All | -98.1% | +379.5% | -477.5% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling