-14.7%
AMRZ vs RBA
-19.6%
+4.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -1.9% | -2.9% | +1.0% | -1.0% |
| 30D | -16.9% | -12.3% | -4.6% | -13.5% |
| 3M | -19.2% | -20.5% | +1.3% | -13.8% |
| 6M | -29.3% | -18.5% | -10.7% | -25.5% |
| YTD | -18.0% | -18.2% | +0.3% | -13.7% |
| 1Y | -15.1% | -27.5% | +12.4% | -8.4% |
| All | -14.7% | -19.6% | +4.9% | -9.0% |
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 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