+1,537.6%
AMT vs RBA
+4,003.4%
-2,465.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | +0.5% | +4.3% | -3.7% | -0.3% |
| 30D | +13.6% | +16.3% | -2.7% | +10.2% |
| 3M | +11.5% | +1.3% | +10.2% | +10.9% |
| 6M | +6.9% | -11.1% | +18.0% | +8.8% |
| YTD | +10.8% | -8.5% | +19.3% | +11.5% |
| 1Y | +10.3% | -2.1% | +12.4% | +9.4% |
| 3Y | +12.4% | +44.6% | -32.1% | +1.4% |
| 5Y | -20.1% | +36.8% | -56.9% | -28.3% |
| 10Y | +116.8% | +227.3% | -110.5% | +58.0% |
| All | +1,537.6% | +4,003.4% | -2,465.8% | +844.9% |
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