+15.2%
AMT vs RBA
+64.0%
-48.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | +4.2% | +9.0% | -4.8% | +3.4% |
| 3M | +13.4% | +7.2% | +6.3% | +12.5% |
| 6M | +9.4% | -7.8% | +17.1% | +9.7% |
| YTD | +11.7% | -6.4% | +18.0% | +11.1% |
| 1Y | +7.1% | -4.2% | +11.3% | +6.3% |
| All | +15.2% | +64.0% | -48.8% | +2.5% |
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