+35.1%
APD vs RBA
-2.0%
+37.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | +3.8% | +12.7% | -8.9% | +3.2% |
| 30D | +14.1% | +15.5% | -1.4% | +13.3% |
| 3M | +8.2% | -14.0% | +22.2% | +8.2% |
| 6M | +7.5% | -8.8% | +16.4% | +6.9% |
| YTD | +31.7% | -6.9% | +38.6% | +28.5% |
| 1Y | +35.1% | -3.0% | +38.1% | +31.0% |
| All | +35.1% | -2.0% | +37.1% | +31.0% |
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