+4,394.5%
AMD vs RBA
+4,072.3%
+322.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.2% |
| 7D | -15.5% | +12.7% | -28.2% | -19.5% |
| 30D | -22.6% | +15.5% | -38.2% | -27.3% |
| 3M | -5.7% | -14.0% | +8.3% | -1.3% |
| 6M | +43.1% | -8.8% | +51.9% | +45.7% |
| YTD | +128.2% | -6.9% | +135.2% | +128.9% |
| 1Y | +95.5% | -3.0% | +98.5% | +92.9% |
| 3Y | +335.4% | +44.2% | +291.2% | +261.8% |
| 5Y | +255.5% | +50.6% | +204.9% | +182.8% |
| 10Y | +7,350.9% | +232.8% | +7,118.1% | +4,103.3% |
| All | +4,394.5% | +4,072.3% | +322.2% | +1,260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling