+27.2%
APA vs RBA
+42.3%
-15.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +2.9% |
| 7D | -15.5% | +4.3% | -19.8% | -16.3% |
| 30D | +2.4% | +16.3% | -13.9% | -1.1% |
| 3M | +22.8% | +1.3% | +21.5% | +22.1% |
| 6M | +17.9% | -11.1% | +29.0% | +19.7% |
| YTD | +87.7% | -8.5% | +96.1% | +87.6% |
| 1Y | +94.2% | -2.1% | +96.3% | +89.1% |
| 3Y | +27.2% | +44.6% | -17.3% | +19.1% |
| All | +27.2% | +42.3% | -15.1% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling