+107.2%
APA vs RBA
-2.0%
+109.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -8.9% | -6.8% |
| 7D | -13.0% | +12.7% | -25.6% | -12.8% |
| 30D | +2.0% | +15.5% | -13.6% | +2.0% |
| 3M | +24.9% | -14.0% | +38.9% | +24.3% |
| 6M | +7.2% | -8.8% | +16.0% | +7.0% |
| YTD | +87.1% | -6.9% | +94.0% | +94.3% |
| 1Y | +107.2% | -3.0% | +110.1% | +117.2% |
| All | +107.2% | -2.0% | +109.2% | +117.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling