+2,184.4%
AMP vs RBA
+762.7%
+1,421.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +0.2% | -2.9% | +3.1% | +1.6% |
| 30D | -0.1% | -12.3% | +12.2% | +5.9% |
| 3M | +23.6% | -20.5% | +44.1% | +35.5% |
| 6M | +20.4% | -18.5% | +38.9% | +30.0% |
| YTD | +15.4% | -18.2% | +33.7% | +23.9% |
| 1Y | +11.0% | -27.5% | +38.5% | +25.9% |
| 3Y | +70.5% | +38.1% | +32.4% | +38.2% |
| 5Y | +121.4% | +44.8% | +76.6% | +66.6% |
| 10Y | +575.6% | +187.1% | +388.5% | +232.9% |
| All | +2,184.4% | +762.7% | +1,421.7% | +544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling