+87.8%
APA vs RBA
+44.4%
+43.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.3% |
| 7D | +9.6% | -0.5% | +10.2% | +9.7% |
| 30D | -0.2% | +6.8% | -7.1% | -2.1% |
| 3M | +19.8% | +9.5% | +10.4% | +16.8% |
| 6M | +30.1% | -8.2% | +38.3% | +31.1% |
| YTD | +100.4% | -7.7% | +108.2% | +100.5% |
| 1Y | +105.2% | -6.9% | +112.1% | +104.5% |
| 3Y | +44.6% | +61.6% | -17.0% | +24.5% |
| All | +87.8% | +44.4% | +43.4% | +76.5% |
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 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