+124.8%
AA vs RBA
+182.6%
-57.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.4% |
| 7D | +1.7% | -1.1% | +2.7% | +2.1% |
| 30D | +3.3% | -13.2% | +16.5% | +9.4% |
| 3M | -29.4% | -21.4% | -8.1% | -23.1% |
| 6M | -12.8% | -20.9% | +8.1% | -5.6% |
| YTD | -2.1% | -19.9% | +17.7% | +4.6% |
| 1Y | +62.8% | -28.7% | +91.4% | +83.3% |
| 3Y | +90.5% | +27.4% | +63.1% | +60.7% |
| 5Y | +19.1% | +41.7% | -22.7% | -8.4% |
| 10Y | +124.8% | +189.6% | -64.8% | +3.5% |
| All | +124.8% | +182.6% | -57.8% | +3.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling