-0.9%
APA vs RBA
+236.6%
-237.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.2% |
| 7D | -8.7% | +2.5% | -11.3% | -9.8% |
| 30D | -2.4% | +11.6% | -14.0% | -7.2% |
| 3M | +19.0% | +1.5% | +17.5% | +17.4% |
| 6M | +26.8% | -6.6% | +33.4% | +27.6% |
| YTD | +87.3% | -6.3% | +93.6% | +85.9% |
| 1Y | +92.3% | -4.0% | +96.2% | +88.3% |
| 3Y | +37.3% | +47.3% | -10.0% | +8.1% |
| 5Y | +73.2% | +47.7% | +25.5% | +30.4% |
| 10Y | -0.9% | +224.7% | -225.6% | -56.5% |
| All | -0.9% | +236.6% | -237.4% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling