+94.2%
AMT vs RBA
+185.7%
-91.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.4% |
| 30D | +4.6% | -12.3% | +16.9% | +7.2% |
| 3M | -8.4% | -20.5% | +12.1% | -4.7% |
| 6M | -6.0% | -18.5% | +12.5% | -2.7% |
| YTD | +2.1% | -18.2% | +20.4% | +5.0% |
| 1Y | -6.4% | -27.5% | +21.1% | -1.3% |
| 3Y | +8.1% | +38.1% | -30.0% | -3.1% |
| 5Y | -31.9% | +44.8% | -76.7% | -40.9% |
| All | +94.2% | +185.7% | -91.6% | +37.7% |
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