+98.3%
AGG vs RBA
+1,738.5%
-1,640.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -0.2% | -2.9% | +2.8% | -0.1% |
| 30D | -0.4% | -12.3% | +11.9% | -0.3% |
| 3M | -0.7% | -20.5% | +19.9% | -0.5% |
| 6M | -1.5% | -18.5% | +17.0% | -1.4% |
| YTD | -0.3% | -18.2% | +18.0% | -0.2% |
| 1Y | +1.3% | -27.5% | +28.8% | +1.5% |
| 3Y | +13.2% | +38.1% | -24.8% | +13.0% |
| 5Y | -1.4% | +44.8% | -46.2% | -1.7% |
| 10Y | +14.9% | +187.1% | -172.3% | +14.7% |
| All | +98.3% | +1,738.5% | -1,640.2% | +101.6% |
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