+294.5%
AG vs RBA
+696.9%
-402.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 3M | -12.2% | +1.3% | -13.5% | -13.2% |
| 6M | -28.3% | -11.1% | -17.2% | -26.5% |
| YTD | -8.8% | -8.5% | -0.4% | -7.7% |
| 1Y | +39.4% | -2.1% | +41.5% | +37.9% |
| 3Y | +229.4% | +44.6% | +184.9% | +179.5% |
| 5Y | +14.5% | +36.8% | -22.3% | -4.4% |
| 10Y | +82.7% | +227.3% | -144.6% | +0.7% |
| All | +294.5% | +696.9% | -402.4% | +3.7% |
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