+199.0%
AMD vs RBA
+37.7%
+161.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.3% | +12.4% | +11.5% |
| 7D | -11.0% | +4.3% | -15.3% | -12.5% |
| 30D | -30.5% | +16.3% | -46.8% | -34.5% |
| 3M | -8.2% | +1.3% | -9.5% | -9.3% |
| 6M | +6.6% | -11.1% | +17.6% | +9.9% |
| YTD | +109.7% | -8.5% | +118.1% | +112.0% |
| 1Y | +88.9% | -2.1% | +91.0% | +85.8% |
| 3Y | +301.8% | +44.6% | +257.3% | +236.3% |
| All | +199.0% | +37.7% | +161.4% | +160.5% |
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