+1,409.1%
AMT vs RBA
+3,565.6%
-2,156.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| YTD | +2.1% | -18.2% | +20.4% | +5.1% |
| 1Y | -6.4% | -27.5% | +21.1% | -1.4% |
| 3Y | +8.1% | +38.1% | -30.0% | -1.6% |
| 5Y | -31.9% | +44.8% | -76.7% | -39.7% |
| 10Y | +97.1% | +187.1% | -90.0% | +47.5% |
| All | +1,409.1% | +3,565.6% | -2,156.5% | +791.0% |
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