-16.6%
AMRZ vs RBA
-7.8%
-8.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.5% |
| 7D | -1.1% | +2.5% | -3.6% | -1.9% |
| 30D | +18.3% | +11.6% | +6.7% | +14.2% |
| 3M | -8.0% | +1.5% | -9.5% | -8.5% |
| 6M | -18.7% | -6.6% | -12.0% | -17.9% |
| YTD | -19.8% | -6.3% | -13.6% | -19.3% |
| 1Y | -12.3% | -4.0% | -8.4% | -12.4% |
| All | -16.6% | -7.8% | -8.8% | -14.8% |
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