+348.6%
APA vs RBA
+3,565.6%
-3,216.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +0.5% | -2.9% | +3.5% | +1.5% |
| 30D | +23.4% | -12.3% | +35.7% | +28.7% |
| 3M | +12.7% | -20.5% | +33.2% | +20.4% |
| 6M | +39.4% | -18.5% | +58.0% | +46.9% |
| YTD | +79.0% | -18.2% | +97.2% | +87.6% |
| 1Y | +88.8% | -27.5% | +116.3% | +105.7% |
| 3Y | +6.4% | +38.1% | -31.7% | -8.9% |
| 5Y | +153.0% | +44.8% | +108.2% | +106.6% |
| 10Y | +7.5% | +187.1% | -179.6% | -31.3% |
| All | +348.6% | +3,565.6% | -3,216.9% | +93.8% |
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