+69.5%
AME vs RBA
+37.7%
+31.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 3M | -8.9% | +1.3% | -10.2% | -9.5% |
| 6M | -5.0% | -11.1% | +6.1% | -3.1% |
| YTD | +11.9% | -8.5% | +20.3% | +12.8% |
| 1Y | +16.6% | -2.1% | +18.8% | +15.5% |
| 3Y | +62.5% | +44.6% | +17.9% | +46.9% |
| All | +69.5% | +37.7% | +31.8% | +55.7% |
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 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