+95.8%
AGG vs RBA
+1,994.0%
-1,898.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.1% |
| 7D | -1.5% | +1.7% | -3.3% | -1.5% |
| 30D | +0.6% | +8.3% | -7.7% | +0.6% |
| 3M | -1.6% | +10.5% | -12.2% | -1.7% |
| 6M | -1.6% | -5.9% | +4.3% | -1.6% |
| YTD | -1.5% | -6.9% | +5.3% | -1.5% |
| 1Y | -1.1% | -4.9% | +3.8% | -1.1% |
| 3Y | +13.6% | +64.5% | -50.8% | +13.3% |
| 5Y | -1.7% | +46.1% | -47.8% | -2.0% |
| 10Y | +16.1% | +208.2% | -192.1% | +15.8% |
| All | +95.8% | +1,994.0% | -1,898.2% | +98.9% |
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