-17.0%
AMRZ vs RBA
-8.8%
-8.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +2.5% | +7.3% | -4.8% | +0.3% |
| 30D | +14.4% | +16.9% | -2.5% | +8.8% |
| 3M | -19.2% | -0.5% | -18.7% | -19.1% |
| 6M | -19.7% | -10.4% | -9.3% | -17.6% |
| YTD | -20.2% | -7.2% | -12.9% | -19.3% |
| 1Y | -15.1% | -2.2% | -12.8% | -15.2% |
| All | -17.0% | -8.8% | -8.2% | -14.9% |
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