+66.4%
AFL vs RBA
+64.0%
+2.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.4% |
| 30D | +9.7% | +9.0% | +0.7% | +8.3% |
| 3M | +5.5% | +7.2% | -1.6% | +4.3% |
| 6M | +11.2% | -7.8% | +19.0% | +11.6% |
| YTD | +17.1% | -6.4% | +23.4% | +16.4% |
| 1Y | +14.0% | -4.2% | +18.2% | +12.8% |
| All | +66.4% | +64.0% | +2.4% | +56.1% |
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