+404.3%
AGI vs RBA
+39.8%
+364.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +2.2% | -1.9% | +4.1% | +2.6% |
| 30D | +11.3% | -13.0% | +24.2% | +14.3% |
| 3M | +5.6% | -23.1% | +28.8% | +10.6% |
| 6M | -27.7% | -22.6% | -5.1% | -24.4% |
| YTD | -4.1% | -20.4% | +16.3% | -0.3% |
| 1Y | +13.8% | -29.6% | +43.4% | +21.0% |
| 3Y | +217.0% | +26.6% | +190.5% | +196.3% |
| 5Y | +404.3% | +38.2% | +366.2% | +366.1% |
| All | +404.3% | +39.8% | +364.6% | +366.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling