+71.9%
AG vs RBA
+225.5%
-153.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -6.0% |
| 7D | +6.0% | +3.2% | +2.7% | +5.2% |
| 30D | -13.5% | +12.0% | -25.6% | -16.2% |
| 3M | -20.7% | +2.9% | -23.6% | -21.5% |
| 6M | -31.5% | -6.3% | -25.3% | -31.2% |
| YTD | -10.1% | -5.9% | -4.3% | -9.8% |
| 1Y | +26.0% | -3.9% | +29.9% | +26.0% |
| 3Y | +228.9% | +64.9% | +164.0% | +187.3% |
| 5Y | +8.7% | +48.5% | -39.8% | -4.7% |
| 10Y | +71.9% | +211.8% | -139.9% | +33.7% |
| All | +71.9% | +225.5% | -153.6% | +33.7% |
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