+74.6%
AG vs RBA
+189.2%
-114.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.2% |
| 7D | -0.1% | -1.9% | +1.8% | +0.4% |
| 30D | +12.5% | -13.0% | +25.4% | +16.4% |
| 3M | +28.2% | -23.1% | +51.3% | +35.9% |
| 6M | -18.8% | -22.6% | +3.8% | -14.2% |
| YTD | +27.4% | -20.4% | +47.8% | +33.8% |
| 1Y | +132.2% | -29.6% | +161.8% | +151.5% |
| 3Y | +286.9% | +26.6% | +260.3% | +259.8% |
| 5Y | +72.8% | +38.2% | +34.6% | +54.7% |
| 10Y | +74.6% | +194.7% | -120.1% | +24.7% |
| All | +74.6% | +189.2% | -114.6% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling