+2,668.5%
AFL vs RBA
+4,097.8%
-1,429.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +9.7% | +9.0% | +0.7% | +6.9% |
| 3M | +5.5% | +7.2% | -1.6% | +3.1% |
| 6M | +11.2% | -7.8% | +19.0% | +12.5% |
| YTD | +17.1% | -6.4% | +23.4% | +17.1% |
| 1Y | +14.0% | -4.2% | +18.2% | +13.2% |
| 3Y | +66.3% | +64.1% | +2.2% | +38.3% |
| 5Y | +152.7% | +48.4% | +104.3% | +109.5% |
| 10Y | +341.3% | +209.9% | +131.4% | +175.9% |
| All | +2,668.5% | +4,097.8% | -1,429.3% | +920.7% |
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