+2,452.9%
AFL vs RBA
+3,565.6%
-1,112.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | -6.2% | -12.3% | +6.1% | -2.8% |
| 3M | +2.2% | -20.5% | +22.7% | +8.1% |
| 6M | +5.3% | -18.5% | +23.8% | +10.3% |
| YTD | +8.0% | -18.2% | +26.2% | +12.4% |
| 1Y | +10.2% | -27.5% | +37.7% | +18.7% |
| 3Y | +67.1% | +38.1% | +29.0% | +45.9% |
| 5Y | +135.6% | +44.8% | +90.8% | +95.9% |
| 10Y | +299.4% | +187.1% | +112.2% | +155.2% |
| All | +2,452.9% | +3,565.6% | -1,112.7% | +880.3% |
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