+70.7%
AA vs RBA
+36.9%
+33.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | -2.9% | +2.2% | +0.2% |
| 30D | +5.0% | -12.3% | +17.3% | +9.1% |
| 3M | -35.8% | -20.5% | -15.3% | -32.1% |
| 6M | -18.4% | -18.5% | +0.2% | -14.8% |
| YTD | -5.5% | -18.2% | +12.8% | -2.0% |
| 1Y | +61.0% | -27.5% | +88.5% | +75.1% |
| All | +70.7% | +36.9% | +33.7% | +45.6% |
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