+12.4%
AA vs RBA
+45.3%
-32.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | -2.9% | +2.2% | +0.3% |
| 30D | +5.0% | -12.3% | +17.3% | +9.6% |
| 3M | -35.8% | -20.5% | -15.3% | -31.5% |
| 6M | -18.4% | -18.5% | +0.2% | -14.0% |
| YTD | -5.5% | -18.2% | +12.8% | -1.0% |
| 1Y | +61.0% | -27.5% | +88.5% | +76.6% |
| 3Y | +66.2% | +38.1% | +28.1% | +40.1% |
| All | +12.4% | +45.3% | -32.8% | -18.4% |
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