+47.6%
AMDL vs RBA
+27.1%
+20.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.3% | +23.6% | +23.1% |
| 7D | -26.2% | +4.3% | -30.5% | -28.5% |
| 30D | -57.1% | +16.3% | -73.4% | -61.9% |
| 3M | -29.8% | +1.3% | -31.2% | -31.5% |
| 6M | -22.2% | -11.1% | -11.2% | -16.8% |
| YTD | +142.1% | -8.5% | +150.6% | +146.8% |
| 1Y | +85.8% | -2.1% | +88.0% | +77.7% |
| All | +47.6% | +27.1% | +20.5% | +35.5% |
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