+229.4%
AG vs RBA
+42.3%
+187.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | +6.3% | +4.3% | +2.0% | +4.8% |
| 30D | -8.9% | +16.3% | -25.3% | -13.9% |
| 3M | -12.2% | +1.3% | -13.5% | -12.8% |
| 6M | -28.3% | -11.1% | -17.2% | -26.4% |
| YTD | -8.8% | -8.5% | -0.4% | -7.6% |
| 1Y | +39.4% | -2.1% | +41.5% | +37.3% |
| 3Y | +229.4% | +44.6% | +184.9% | +160.5% |
| All | +229.4% | +42.3% | +187.1% | +160.5% |
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