+279.0%
AG vs RBA
+29.1%
+249.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.4% |
| 7D | +4.5% | -1.1% | +5.5% | +4.9% |
| 30D | +12.9% | -13.2% | +26.1% | +18.5% |
| 3M | +20.9% | -21.4% | +42.3% | +29.3% |
| 6M | -19.5% | -20.9% | +1.3% | -14.3% |
| YTD | +24.8% | -19.9% | +44.6% | +32.6% |
| 1Y | +120.2% | -28.7% | +148.9% | +144.3% |
| 3Y | +279.0% | +27.4% | +251.6% | +229.9% |
| All | +279.0% | +29.1% | +249.9% | +229.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling