+196.6%
AMD vs RBA
+48.6%
+148.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.3% | -16.9% | -17.2% |
| 7D | -28.6% | +7.3% | -35.9% | -30.4% |
| 30D | -37.7% | +16.9% | -54.7% | -41.3% |
| 3M | -16.1% | -0.5% | -15.6% | -16.4% |
| 6M | +13.8% | -10.4% | +24.2% | +17.0% |
| YTD | +88.8% | -7.2% | +96.1% | +90.2% |
| 1Y | +57.8% | -2.2% | +60.0% | +55.7% |
| 3Y | +260.3% | +43.7% | +216.5% | +206.3% |
| 5Y | +196.6% | +38.7% | +157.9% | +127.3% |
| All | +196.6% | +48.6% | +148.0% | +127.3% |
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