+7,765.4%
AMD vs RBA
+207.2%
+7,558.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.7% | -9.1% |
| 7D | +18.9% | +1.7% | +17.2% | +18.1% |
| 30D | -6.4% | +8.3% | -14.8% | -9.8% |
| 3M | +10.6% | +10.5% | 0.0% | +5.3% |
| 6M | +19.9% | -5.9% | +25.7% | +20.7% |
| YTD | +149.4% | -6.9% | +156.2% | +150.2% |
| 1Y | +115.4% | -4.9% | +120.2% | +114.1% |
| 3Y | +357.3% | +64.5% | +292.8% | +256.0% |
| 5Y | +261.1% | +46.1% | +215.0% | +186.0% |
| All | +7,765.4% | +207.2% | +7,558.2% | +4,087.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling