+13.6%
AGG vs RBA
+27.1%
-13.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | -0.4% | -13.2% | +12.8% | -0.1% |
| 3M | -0.3% | -21.4% | +21.1% | +0.2% |
| 6M | -1.2% | -20.9% | +19.6% | -0.8% |
| YTD | -0.4% | -19.9% | +19.5% | 0.0% |
| 1Y | +0.4% | -28.7% | +29.1% | +1.0% |
| All | +13.6% | +27.1% | -13.6% | +11.4% |
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