+65.7%
AG vs RBA
+207.2%
-141.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.7% |
| 7D | -10.0% | +1.7% | -11.7% | -10.3% |
| 30D | -10.5% | +8.3% | -18.8% | -12.4% |
| 3M | -27.3% | +10.5% | -37.8% | -29.3% |
| 6M | -43.0% | -5.9% | -37.1% | -42.7% |
| YTD | -17.9% | -6.9% | -11.0% | -17.3% |
| 1Y | +11.9% | -4.9% | +16.8% | +12.2% |
| 3Y | +201.8% | +64.5% | +137.4% | +163.9% |
| 5Y | -0.1% | +46.1% | -46.1% | -12.0% |
| All | +65.7% | +207.2% | -141.5% | +29.0% |
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