+142.4%
AMT vs RBA
+207.2%
-64.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.8% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +6.8% | +8.3% | -1.5% | +5.0% |
| 3M | +11.2% | +10.5% | +0.7% | +8.8% |
| 6M | +12.5% | -5.9% | +18.3% | +13.1% |
| YTD | +12.5% | -6.9% | +19.4% | +12.6% |
| 1Y | +10.1% | -4.9% | +15.0% | +9.7% |
| 3Y | +16.0% | +64.5% | -48.4% | +0.2% |
| 5Y | -17.2% | +46.1% | -63.2% | -27.9% |
| All | +142.4% | +207.2% | -64.7% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling