+331.1%
AMD vs RBA
+36.9%
+294.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | -2.9% | +5.5% | +3.5% |
| 30D | -0.9% | -12.3% | +11.4% | +3.0% |
| 3M | -8.7% | -20.5% | +11.8% | -2.6% |
| 6M | +136.3% | -18.5% | +154.9% | +149.6% |
| YTD | +123.0% | -18.2% | +141.2% | +134.1% |
| 1Y | +195.2% | -27.5% | +222.7% | +223.3% |
| All | +331.1% | +36.9% | +294.2% | +313.2% |
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