+334.4%
AMD vs RBA
+51.9%
+282.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.8% | +11.9% | +14.0% |
| 7D | +6.5% | +3.2% | +3.3% | +5.6% |
| 30D | -15.3% | +12.0% | -27.3% | -18.1% |
| 3M | +9.7% | +2.9% | +6.8% | +8.8% |
| 6M | +13.2% | -6.3% | +19.4% | +15.0% |
| YTD | +140.6% | -5.9% | +146.5% | +142.2% |
| 1Y | +111.2% | -3.9% | +115.1% | +110.9% |
| 3Y | +334.4% | +64.9% | +269.6% | +310.9% |
| All | +334.4% | +51.9% | +282.6% | +310.9% |
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 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