+26.0%
AG vs RBA
-3.8%
+29.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.7% |
| 3M | -20.7% | +2.9% | -23.6% | -20.7% |
| 6M | -31.5% | -6.3% | -25.3% | -32.0% |
| YTD | -10.1% | -5.9% | -4.3% | -16.2% |
| 1Y | +26.0% | -3.9% | +29.9% | +16.4% |
| All | +26.0% | -3.8% | +29.8% | +16.4% |
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