+65.0%
AA vs RBA
+3,565.6%
-3,500.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | -2.9% | +2.2% | +0.5% |
| 30D | +5.0% | -12.3% | +17.3% | +10.3% |
| 3M | -35.8% | -20.5% | -15.3% | -30.7% |
| 6M | -18.4% | -18.5% | +0.2% | -13.1% |
| YTD | -5.5% | -18.2% | +12.8% | 0.0% |
| 1Y | +61.0% | -27.5% | +88.5% | +78.7% |
| 3Y | +66.2% | +38.1% | +28.1% | +39.5% |
| 5Y | +11.4% | +44.8% | -33.4% | -11.0% |
| 10Y | +116.9% | +187.1% | -70.3% | +25.9% |
| All | +65.0% | +3,565.6% | -3,500.6% | -55.3% |
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