+78.5%
AME vs RBA
+45.7%
+32.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +5.9% | +1.7% | +4.1% | +5.5% |
| 30D | -1.9% | +8.3% | -10.3% | -3.9% |
| 3M | -5.4% | +10.5% | -15.9% | -7.8% |
| 6M | +4.9% | -5.9% | +10.8% | +5.5% |
| YTD | +18.5% | -6.9% | +25.3% | +18.9% |
| 1Y | +25.5% | -4.9% | +30.3% | +25.3% |
| 3Y | +63.0% | +64.5% | -1.4% | +43.8% |
| All | +78.5% | +45.7% | +32.8% | +64.0% |
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