+5,381.0%
AGI vs RBA
+2,125.6%
+3,255.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | +4.4% | -1.1% | +5.4% | +4.6% |
| 30D | +10.0% | -13.2% | +23.2% | +12.6% |
| 3M | +1.7% | -21.4% | +23.1% | +5.6% |
| 6M | -26.8% | -20.9% | -5.9% | -24.1% |
| YTD | -5.3% | -19.9% | +14.5% | -2.1% |
| 1Y | +11.5% | -28.7% | +40.2% | +17.5% |
| 3Y | +212.9% | +27.4% | +185.5% | +195.3% |
| 5Y | +388.8% | +41.7% | +347.0% | +346.0% |
| 10Y | +383.6% | +189.6% | +194.0% | +276.4% |
| All | +5,381.0% | +2,125.6% | +3,255.3% | +1,707.6% |
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