+33.4%
AG vs RBA
-2.0%
+35.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.1% | +7.1% | +8.7% |
| 7D | -2.6% | +12.7% | -15.2% | -5.3% |
| 30D | -12.1% | +15.5% | -27.6% | -15.3% |
| 3M | -6.6% | -14.0% | +7.4% | -1.9% |
| 6M | -20.5% | -8.8% | -11.6% | -20.0% |
| YTD | -7.4% | -6.9% | -0.5% | -12.4% |
| 1Y | +33.4% | -3.0% | +36.4% | +21.2% |
| All | +33.4% | -2.0% | +35.4% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling