+445.6%
AG vs RBA
+611.8%
-166.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +1.0% | -2.9% | +3.9% | +2.1% |
| 30D | +19.2% | -12.3% | +31.5% | +24.6% |
| 3M | +6.2% | -20.5% | +26.7% | +13.8% |
| 6M | -26.7% | -18.5% | -8.1% | -22.3% |
| YTD | +26.1% | -18.2% | +44.3% | +33.5% |
| 1Y | +131.7% | -27.5% | +159.2% | +155.9% |
| 3Y | +255.3% | +38.1% | +217.3% | +206.6% |
| 5Y | +61.9% | +44.8% | +17.1% | +32.3% |
| 10Y | +72.0% | +187.1% | -115.1% | 0.0% |
| All | +445.6% | +611.8% | -166.2% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling