-17.4%
AA vs RBA
+45.7%
-63.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | -0.6% | +8.3% | -8.9% | -3.3% |
| 3M | -19.7% | +10.5% | -30.2% | -22.6% |
| 6M | -41.6% | -5.9% | -35.7% | -41.4% |
| YTD | -24.6% | -6.9% | -17.8% | -24.7% |
| 1Y | +4.9% | -4.9% | +9.7% | +4.0% |
| 3Y | +66.8% | +64.5% | +2.4% | +32.8% |
| All | -17.4% | +45.7% | -63.1% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling