-14.7%
AMRZ vs RBA
-3.3%
-11.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | +1.2% | +4.3% | -3.1% | -0.1% |
| 30D | +15.1% | +16.3% | -1.3% | +9.3% |
| 3M | -18.1% | +1.3% | -19.4% | -18.6% |
| 6M | -23.5% | -11.1% | -12.4% | -21.2% |
| YTD | -21.6% | -8.5% | -13.2% | -21.7% |
| 1Y | -14.7% | -2.1% | -12.6% | -17.0% |
| All | -14.7% | -3.3% | -11.5% | -17.0% |
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 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