+62.5%
AME vs RBA
+42.3%
+20.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +2.8% |
| 7D | -5.2% | +4.3% | -9.4% | -6.1% |
| 30D | -8.0% | +16.3% | -24.3% | -11.5% |
| 3M | -8.9% | +1.3% | -10.2% | -9.4% |
| 6M | -5.0% | -11.1% | +6.1% | -3.0% |
| YTD | +11.9% | -8.5% | +20.3% | +12.6% |
| 1Y | +16.6% | -2.1% | +18.8% | +15.0% |
| 3Y | +62.5% | +44.6% | +17.9% | +50.7% |
| All | +62.5% | +42.3% | +20.2% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling