+67.9%
AG vs RBA
+44.6%
+23.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.5% |
| 7D | +4.5% | -1.1% | +5.5% | +4.8% |
| 30D | +12.9% | -13.2% | +26.1% | +17.4% |
| 3M | +20.9% | -21.4% | +42.3% | +28.1% |
| 6M | -19.5% | -20.9% | +1.3% | -15.1% |
| YTD | +24.8% | -19.9% | +44.6% | +31.5% |
| 1Y | +120.2% | -28.7% | +148.9% | +139.6% |
| 3Y | +279.0% | +27.4% | +251.6% | +248.8% |
| 5Y | +67.9% | +41.7% | +26.2% | +54.8% |
| All | +67.9% | +44.6% | +23.3% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling