+20.4%
AME vs RBA
-2.0%
+22.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -4.9% |
| 7D | -4.4% | +12.7% | -17.1% | -6.2% |
| 30D | -5.9% | +15.5% | -21.4% | -8.0% |
| 3M | -6.5% | -14.0% | +7.5% | -3.7% |
| 6M | +3.2% | -8.8% | +12.0% | +4.3% |
| YTD | +16.0% | -6.9% | +22.9% | +14.5% |
| 1Y | +20.4% | -3.0% | +23.4% | +17.5% |
| All | +20.4% | -2.0% | +22.4% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling